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Efficient reinforcement learning in deterministic systems with value function generalization
Wen, Zheng; Van Roy, Benjamin - In: Mathematics of operations research 42 (2017) 3, pp. 762-782
Persistent link: https://www.econbiz.de/10011742485
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Directed principal component analysis
Kao, Yi-hao; Van Roy, Benjamin - In: Operations research 62 (2014) 4, pp. 957-972
Persistent link: https://www.econbiz.de/10010403095
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Control of diffusions via linear programming
Han, Jiarui; Van Roy, Benjamin - In: Stochastic programming : the state of the art ; in …, (pp. 329-353). 2011
Persistent link: https://www.econbiz.de/10008798646
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Convergence of Min-Sum Message-Passing for Convex Optimization
Moallemi, Ciamac C. - 2012
We establish that the min-sum message-passing algorithm and its asynchronous variants converge for a large class of unconstrained convex optimization problems, generalizing existing results for pairwise quadratic optimization problems. The main sufficient condition is that of scaled diagonal...
Persistent link: https://www.econbiz.de/10013113813
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Single observation adaptive search for continuous simulation optimization
Kiatsupaibul, Seksan; Smith, Robert L.; Zabinsky, Zelda B. - In: Operations research 66 (2018) 6, pp. 1713-1727
Persistent link: https://www.econbiz.de/10011972264
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Single observation adaptive search for discrete and continuous stochastic optimization
Kiatsupaibul, Seksan; Smith, Robert L.; Zabinsky, Zelda B. - In: Operations research letters 48 (2020) 5, pp. 666-673
Persistent link: https://www.econbiz.de/10012303435