Browsing Computer Science and Automation (CSA) by Advisor "Bhatnagar, Shalabh"
Now showing items 21-23 of 23
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Stochastic Approximation with Markov Noise: Analysis and applications in reinforcement learning
Stochastic approximation algorithms are sequential non-parametric methods for finding a zero or minimum of a function in the situation where only the noisy observations of the function values are available. Two time-scale ... -
Stochastic approximation with set-valued maps and Markov noise: Theoretical foundations and applications
Stochastic approximation algorithms produce estimates of a desired solution using noisy real world data. Introduced by Robbins and Monro, in 1951, stochastic approximation techniques have been instrumental in the asymptotic ... -
Stochastic Newton Methods With Enhanced Hessian Estimation
(2018-05-22)Optimization problems involving uncertainties are common in a variety of engineering disciplines such as transportation systems, manufacturing, communication networks, healthcare and finance. The large number of input ...