Simulation-based optimization of Markov reward processes
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- Variance minimization of parameterized Markov decision processes
- Basic ideas for event-based optimization of Markov systems
- Coupling based estimation approaches for the average reward performance potential in Markov chains
- Approximate gradient methods in policy-space optimization of Markov reward processes
- Deep reinforcement learning for inventory control: a roadmap
- Whittle index based Q-learning for restless bandits with average reward
- Smoothed functional-based gradient algorithms for off-policy reinforcement learning: a non-asymptotic viewpoint
- On tight bounds for function approximation error in risk-sensitive reinforcement learning
- Performance optimization for a class of generalized stochastic Petri nets
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- On the Fisher metric of conditional probability polytopes
- On-Line Optimization of Simulated Markovian Processes
- Simulation optimization algorithms for SMDPs with parameterized randomized stationary policies
- Simulation‐based Uniform Value Function Estimates of Markov Decision Processes
- Finding optimal memoryless policies of POMDPs under the expected average reward criterion
- An online actor-critic algorithm with function approximation for constrained Markov decision processes
- Performance optimization of queueing systems with perturbation realization
- A tutorial on event-based optimization -- a new optimization framework
- Event-based optimization of admission control in open queueing networks
- Automatic generation of efficient policy alternatives via simulation-optimization
- Parameterized Markov decision process and its application to service rate control
- Queueing network controls via deep reinforcement learning
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search
- Efficient multi-objective reinforcement learning via multiple-gradient descent with iteratively discovered weight-vector sets
- Full gradient DQN reinforcement learning: a provably convergent scheme
- Policy gradient approach of event-based optimization and its online implementation
- Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities
- Actor-critic algorithms with online feature adaptation
- Concentration of Contractive Stochastic Approximation and Reinforcement Learning
- Stochastic approximation algorithms: overview and recent trends.
- A sensitivity formula for risk-sensitive cost and the actor-critic algorithm
- On-line policy gradient estimation with multi-step sampling
- Simulation-based optimization of Markov decision processes: an empirical process theory approach
- Deep reinforcement trading with predictable returns
- Geometry and convergence of natural policy gradient methods
- Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning
- A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases
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