The following pages link to Shalabh Bhatnagar (Q230108):
Displaying 50 items.
- (Q441137) (redirect page) (← links)
- Stochastic recursive algorithms for optimization. Simultaneous perturbation methods (Q441138) (← links)
- Newton-based stochastic optimization using \(q\)-Gaussian smoothed functional algorithms (Q472587) (← links)
- The Borkar-Meyn theorem for asynchronous stochastic approximations (Q553371) (← links)
- An actor-critic algorithm with function approximation for discounted cost constrained Markov decision processes (Q616967) (← links)
- Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems (Q636548) (← links)
- General-sum stochastic games: verifiability conditions for Nash equilibria (Q694841) (← links)
- Actor-critic algorithms for hierarchical Markov decision processes (Q856510) (← links)
- Necessary and sufficient conditions for optimality in constrained general sum stochastic games (Q888801) (← links)
- An extension of Wick's theorem (Q951186) (← links)
- Natural actor-critic algorithms (Q1049136) (← links)
- A time aggregation approach to Markov decision processes (Q1614322) (← links)
- An incremental off-policy search in a model-free Markov decision process using a single sample path (Q1621868) (← links)
- An online prediction algorithm for reinforcement learning with linear function approximation using cross entropy method (Q1631797) (← links)
- On tight bounds for function approximation error in risk-sensitive reinforcement learning (Q2243003) (← links)
- Simultaneous perturbation Newton algorithms for simulation optimization (Q2260692) (← links)
- A stability criterion for two timescale stochastic approximation schemes (Q2409333) (← links)
- New algorithms of the Q-learning type (Q2440701) (← links)
- Gelfand-Yaglom-Perez theorem for generalized relative entropy functionals (Q2465342) (← links)
- Multi-armed bandits based on a variant of simulated annealing (Q2520136) (← links)
- Reinforcement learning based algorithms for average cost Markov decision processes (Q2643632) (← links)
- (Q2724383) (← links)
- Stochastic recursive inclusion in two timescales with an application to the Lagrangian dual problem (Q2833720) (← links)
- (Q3174029) (← links)
- Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise (Q3387930) (← links)
- Ant Colony Optimization Algorithms for Shortest Path Problems (Q3616975) (← links)
- Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences (Q4564833) (← links)
- Adaptive multivariate three-timescale stochastic approximation algorithms for simulation based optimization (Q4565351) (← links)
- Adaptive Newton-based multivariate smoothed functional algorithms for simulation optimization (Q4565394) (← links)
- Optimal parameter trajectory estimation in parameterized SDEs (Q4565411) (← links)
- A Linearly Relaxed Approximate Linear Program for Markov Decision Processes (Q4567182) (← links)
- (Q4576234) (← links)
- Stochastic approximation algorithms for constrained optimization via simulation (Q4635177) (← links)
- A Convex Analytic Framework for Ergodic Control of Semi-Markov Processes (Q4881517) (← links)
- A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization (Q4950732) (← links)
- Asynchronous Stochastic Approximations With Asymptotically Biased Errors and Deep Multiagent Learning (Q4957690) (← links)
- Stochastic Approximation With Iterate-Dependent Markov Noise Under Verifiable Conditions in Compact State Space With the Stability of Iterates Not Ensured (Q5033892) (← links)
- Generalized Second-Order Value Iteration in Markov Decision Processes (Q5040103) (← links)
- An Incremental Fast Policy Search Using a Single Sample Path (Q5045345) (← links)
- Stochastic recursive inclusions with non-additive iterate-dependent Markov noise (Q5085839) (← links)
- Analysis of Stochastic Approximation Schemes With Set-Valued Maps in the Absence of a Stability Guarantee and Their Stabilization (Q5125524) (← links)
- Random Directions Stochastic Approximation With Deterministic Perturbations (Q5125671) (← links)
- Gradient-Based Adaptive Stochastic Search for Simulation Optimization Over Continuous Space (Q5131717) (← links)
- A simulation‐based algorithm for optimal pricing policy under demand uncertainty (Q5175839) (← links)
- Two Time-Scale Stochastic Approximation with Controlled Markov Noise and Off-Policy Temporal-Difference Learning (Q5219302) (← links)
- Stability of Stochastic Approximations With “Controlled Markov” Noise and Temporal Difference Learning (Q5223776) (← links)
- Actor-Critic Algorithms with Online Feature Adaptation (Q5270681) (← links)
- Smoothed Functional Algorithms for Stochastic Optimization Using <i>q</i> -Gaussian Distributions (Q5270716) (← links)
- A Simultaneous Perturbation Stochastic Approximation-Based Actor–Critic Algorithm for Markov Decision Processes (Q5273731) (← links)
- Adaptive System Optimization Using Random Directions Stochastic Approximation (Q5280408) (← links)
