Stochastic recursive inclusions in two timescales with nonadditive iterate-dependent Markov noise
Year of publication: |
2020
|
---|---|
Authors: | Yaji, Vinayaka G. ; Bhatnagar, Shalabh |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 45.2020, 4, p. 1405-1444
|
Subject: | stochastic approximation | set-valued maps | iterate-dependent Markov noise | differential inclusions | constrained convex optimization | Theorie | Theory | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Mathematische Optimierung | Mathematical programming |
-
On boundedness of Q-learning iterates for stochastic shortest path problems
Yu, Huizhen, (2013)
-
Bayesian switching multiple disorder problems
Gapeev, Pavel V., (2016)
-
Dynamic multi-priority, multi-class patient scheduling with stochastic service times
Sauré, Antoine, (2020)
- More ...
-
Dukkipati, Ambedkar, (2007)
-
Adaptive Smoothed Functional Algorithms for Optimal Staffing Levels in Service Systems
Prasad, H. L., (2013)
-
Nonextensive triangle equality and other properties of Tsallis relative-entropy minimization
Dukkipati, Ambedkar, (2006)
- More ...