| Publication | Date of Publication | Type |
|---|
Relative Q-learning for average-reward Markov decision processes with continuous states
IEEE Transactions on Automatic Control | 2025-01-21 | Paper |
A Q-learning algorithm for Markov decision processes with continuous state spaces
Systems & Control Letters | 2024-07-09 | Paper |
A Stochastic Approximation Method for Simulation-Based Quantile Optimization
INFORMS Journal on Computing | 2023-01-11 | Paper |
Actor-Critic–Like Stochastic Adaptive Search for Continuous Simulation Optimization
Operations Research | 2023-01-10 | Paper |
An iterative algorithm for optimal variable weighting in K-means clustering
Communications in Statistics. Simulation and Computation | 2022-06-30 | Paper |
Surrogate-based promising area search for Lipschitz continuous simulation optimization
INFORMS Journal on Computing | 2020-12-03 | Paper |
Simulation optimization using multi-time-scale adaptive random search
Asia-Pacific Journal of Operational Research | 2020-01-07 | Paper |
Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints
European Journal of Operational Research | 2018-05-24 | Paper |
A computational algorithm for equilibrium asset pricing under heterogeneous information and short-sale constraints
Asia-Pacific Journal of Operational Research | 2017-11-30 | Paper |
A Survey of Some Model-Based Methods for Global Optimization
Systems & Control: Foundations & Applications | 2017-11-22 | Paper |
A Stochastic Approximation Framework for a Class of Randomized Optimization Algorithms
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
Adaptive Adversarial Multi-Armed Bandit Approach to Two-Person Zero-Sum Markov Games
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
An Asymptotically Efficient Simulation-Based Algorithm for Finite Horizon Stochastic Dynamic Programming
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
Recursive Learning Automata Approach to Markov Decision Processes
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
Model-based annealing random search with stochastic averaging
ACM Transactions on Modeling and Computer Simulation | 2017-06-30 | Paper |
Gradient-Based Adaptive Stochastic Search for Non-Differentiable Optimization
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
On the implementation of a class of stochastic search algorithms
Springer Proceedings in Mathematics & Statistics | 2015-09-11 | Paper |
Simulation-based algorithms for Markov decision processes
Communications and Control Engineering | 2013-04-16 | Paper |
Approximate stochastic annealing for online control of infinite horizon Markov decision processes
Automatica | 2013-03-01 | Paper |
On the probability of correct selection in ordinal comparison over dynamic networks
Journal of Optimization Theory and Applications | 2013-02-14 | Paper |
An evolutionary random policy search algorithm for solving Markov decision processes
INFORMS Journal on Computing | 2012-06-18 | Paper |
Dynamic sample budget allocation in model-based optimization
Journal of Global Optimization | 2011-11-08 | Paper |
Annealing adaptive search, cross-entropy, and stochastic approximation in global optimization
Naval Research Logistics | 2011-08-09 | Paper |
A Model Reference Adaptive Search Method for Global Optimization
Operations Research | 2009-08-13 | Paper |
An Adaptive Sampling Algorithm for Solving Markov Decision Processes
Operations Research | 2009-07-17 | Paper |
A model reference adaptive search method for stochastic global optimization
Communications in Information and Systems | 2009-06-17 | Paper |
Bootstrap quantile estimation via importance resampling
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
A survey of some simulation-based algorithms for Markov decision processes
Communications in Information and Systems | 2008-08-14 | Paper |
Adaptive resampling algorithms for estimating bootstrap distributions
Journal of Statistical Planning and Inference | 2008-03-28 | Paper |
Simulation-based algorithms for Markov decision processes.
Communications and Control Engineering | 2007-03-13 | Paper |
