- Projection-based Lyapunov method for fully heterogeneous weakly-coupled MDPs
2025/02/09 by Xiangcheng Zhang, Yige Hong, Zhang, Xiangcheng +3 · 1 citation
Decision Sciences · #90C40 #Auction Theory and Applications #FOS: Computer and information sciences #FOS: Mathematics #G.3 #I.6 #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Probability (math.PR)
- Quantum advantage in decentralized control of POMDPs: A control-theoretic view of the Mermin-Peres square
2025/01/28 by Venkat Anantharam, Anantharam, Venkat · 1 citation
Computer Science · #81P45 #81Q93 #90C40 #93E20 #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #FOS: Physical sciences #Information Theory (cs.IT) #Optimization and Control (math.OC) #Quantum Information and Cryptography #Quantum Physics (quant-ph) #Systems and Control (eess.SY) #electronic engineering #information engineering
- Controlling the low-temperature Ising model using spatiotemporal Markov decision theory
2025/01/07 by de Jongh, M. C., Boucherie, Richard J., van Lieshout, M. N. M. · 1 citation
#60G60 (Secondary) #82B20 (Primary) #90C40 #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Optimization and Control (math.OC) #Probability (math.PR)
- Stochastic dynamic programming under recursive Epstein-Zin preferences
2024/10/24 by Jaśkiewicz, Anna, Nowak, Andrzej S. · 1 citation
#90C39 #90C40 #FOS: Mathematics #Optimization and Control (math.OC)
- Non-local Hamilton-Jacobi-Bellman equations for the stochastic optimal control of path-dependent piecewise deterministic processes
2024/08/04 by Bandini, Elena, Keller, Christian · 1 citation
#35D99 #45K05 #49L20 #90C40 #93E20 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- An Optimal-Control Approach to Infinite-Horizon Restless Bandits: Achieving Asymptotic Optimality with Minimal Assumptions
2024/03/18 by YAN, Chen · 1 citation
#90C05 #90C40 #93B03 #93B45 #93E03 #93E20 #Dynamical Systems (math.DS) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Unichain and Aperiodicity are Sufficient for Asymptotic Optimality of Average-Reward Restless Bandits
2024/02/08 by Hong, Yige, Xie, Qiaomin, Chen, Yudong +1 · 1 citation
#90C40 #FOS: Computer and information sciences #FOS: Mathematics #G.3 #I.6 #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Probability (math.PR)
- A Fisher-Rao gradient flow for entropy-regularised Markov decision processes in Polish spaces
2023/10/04 by Bekzhan Kerimkulov, Kerimkulov, Bekzhan, James-Michael Leahy +7 · 1 citation
Computer Science · Mathematics · #60B05 #90C26 #90C40 #90C53 #93E20 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Probability (math.PR) #Reinforcement Learning in Robotics #Stochastic Gradient Optimization Techniques
- Markov Persuasion Processes with Endogenous Agent Beliefs
2023/07/06 by Iyer, Krishnamurthy, Xu, Haifeng, Zu, You · 1 citation
#60J20 #90C40 #91A28 #Computer Science and Game Theory (cs.GT) #F.2 #FOS: Computer and information sciences #FOS: Economics and business #G.3 #Theoretical Economics (econ.TH)
- Variational Sequential Optimal Experimental Design using Reinforcement Learning
2023/06/17 by Wanggang Shen, Jiayuan Dong, Shen, Wanggang +3 · 4 citations
Computer Science · Decision Sciences · Engineering · #62C10 #62F15 #62K05 #62L05 #90C40 #Advanced Multi-Objective Optimization Algorithms #Artificial Intelligence (cs.AI) #Computation (stat.CO) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Manufacturing Process and Optimization #Methodology (stat.ME) #Optimal Experimental Design Methods
- On the convergence of policy gradient methods to Nash equilibria in general stochastic games
2022/10/17 by Giannou, Angeliki, Lotidis, Kyriakos, Mertikopoulos, Panayotis +1 · 5 citations
#68T05 #90C40 #91A26 #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Primary 91A15 #secondary 68Q32
- Equivalent Conditions for Weak Continuity of Nonlinear Filters
2022/07/15 by Feinberg, Eugene A., Kasyanov, Pavlo O. · 1 citation
#90C39 #90C40 #FOS: Mathematics #Optimization and Control (math.OC)
- Nonparametric Adaptive Robust Control Under Model Uncertainty
2022/02/21 by Erhan Bayraktar, Tao Chen, Bayraktar, Erhan +1 · 2 citations
Economics, Econometrics and Finance · #49J55 #49L20 #60G15 #62G05 #65K05 #90C39 #90C40 #91G10 #91G60 #93E20 #93E35 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Markov Decision Processes with Incomplete Information and Semi-Uniform Feller Transition Probabilities
2021/08/20 by Feinberg, Eugene A., Kasyanov, Pavlo O., Zgurovsky, Michael Z. · 2 citations
#90C39 #90C40 #FOS: Mathematics #Optimization and Control (math.OC)
- Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach
2021/08/05 by Haotian Gu, Gu, Haotian, Xin Guo +5 · 1 citation
Computer Science · #49N80 #68T05 #68T07 #90C40 #Adaptive Dynamic Programming Control #Distributed Control Multi-Agent Systems #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Reinforcement Learning in Robotics
- Identifiability in inverse reinforcement learning
2021/06/07 by Cao, Haoyang, Cohen, Samuel N., Szpruch, Lukasz · 6 citations
#2020: 49N45 #49N10 #60J10 #62M05 #90C40 #93B15 #93B30 #93E12 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC)
- Kullback-Leibler-Quadratic Optimal Control
2020/04/03 by Cammardella, Neil, Bušić, Ana, Meyn, Sean · 1 citation
#60J20 #90C40 #90C46 #93E20 #93E35 #FOS: Mathematics #Optimization and Control (math.OC)
- An Overview for Markov Decision Processes in Queues and Networks
2019/07/24 by Quan‐Lin Li, Jing-Yu Ma, Li, Quan-Lin +5 · 1 citation
Business, Management and Accounting · Computer Science · Decision Sciences · #60K20 #60K25 #68M20 #90B05 #90B18 #90B22 #90C40 #Advanced Queuing Theory Analysis #Distributed systems and fault tolerance #FOS: Computer and information sciences #FOS: Mathematics #Networking and Internet Architecture (cs.NI) #Optimization and Control (math.OC) #Simulation Techniques and Applications
- Distributionally Robust Partially Observable Markov Decision Process with Moment-based Ambiguity
2019/06/14 by Hideaki Nakao, Ruiwei Jiang, Nakao, Hideaki +3 · 3 citations
Computer Science · Decision Sciences · #90C39 #90C40 #90C47 #93E20 #Bayesian Modeling and Causal Inference #FOS: Mathematics #Optimization and Control (math.OC) #Reinforcement Learning in Robotics #Risk and Portfolio Optimization
- On Convergence of some Gradient-based Temporal-Differences Algorithms for Off-Policy Learning
2017/12/27 by Yu, Huizhen · 2 citations
#62L20 #68W40 #90C40 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC)
- High-Dimensional Stochastic Optimal Control using Continuous Tensor\n Decompositions
2016/11/15 by Alex Gorodetsky, Gorodetsky, Alex A., Sertaç Karaman +3 · 3 citations
Computer Science · Mathematics · Physics and Astronomy · #49L20 #90C40 #93E20 #Advanced Neural Network Applications #FOS: Computer and information sciences #FOS: Electrical engineering #I.2.8 #I.2.9 #Robotics (cs.RO) #Solar and Space Plasma Dynamics #Systems and Control (eess.SY) #Tensor decomposition and applications #electronic engineering #information engineering
- On the Optimality Equation for Average Cost Markov Decision Processes and its Validity for Inventory Control
2016/09/27 by Eugene A. Feinberg, Feinberg, Eugene A., Yan Liang +1 · 1 citation
Business, Management and Accounting · #90B05 #90C40 #FOS: Mathematics #Optimization and Control (math.OC) #Supply Chain and Inventory Management
- Subdifferentials of Nonconvex Integral Functionals in Banach Spaces with Applications to Stochastic Dynamic Programming
2015/08/10 by Boris S. Mordukhovich, Mordukhovich, Boris S., Nobusumi Sagara +1 · 2 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #28B05 #28B20 (Primary) #49J52 #90C40 #90C46 #90C56 (Secondary) #Advanced Banach Space Theory #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis
- On the Convergence of Optimal Actions for Markov Decision Processes and the Optimality of (s,S) Inventory Policies
2015/07/17 by Feinberg, Eugene A., Lewis, Mark E. · 1 citation
#90B15 #90C40 #FOS: Mathematics #Optimization and Control (math.OC)
- On Convergence of Emphatic Temporal-Difference Learning
2015/06/08 by Yu, Huizhen · 2 citations
#62L20 #68W40 #90C40 #FOS: Computer and information sciences #Machine Learning (cs.LG)
- Rationally inattentive control of Markov processes
2015/02/12 by Shafieepoorfard, Ehsan, Raginsky, Maxim, Meyn, Sean P. · 1 citation
#90C40 #90C47 #94A34 #FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Optimization and Control (math.OC)
- Optimal Dynamic Information Provision
2014/07/21 by Jérôme Renault, Eilon Solan, Renault, Jerome +3 · 3 citations
Business, Management and Accounting · Decision Sciences · #90C40 #91A10 #91A20 #93C41 #Auction Theory and Applications #FOS: Mathematics #Game Theory and Applications #Probability (math.PR) #Supply Chain and Inventory Management
- Practical Kernel-Based Reinforcement Learning
2014/07/21 by André M. S. Barreto, Doina Precup, Barreto, André M. S. +3 · 1 citation
Computer Science · #49L20 (Secondary) #68T05 (Primary) #90C40 #93E20 #93E35 #Advanced Multi-Objective Optimization Algorithms #Artificial Intelligence (cs.AI) #Evolutionary Algorithms and Applications #FOS: Computer and information sciences #G.3 #I.2.6 #I.2.8 #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Reinforcement Learning in Robotics
- Dynamic Service Rate Control for a Single Server Queue with Markov\n Modulated Arrivals
2013/07/09 by Ravi Kumar, Mark Edward Lewis, Kumar, Ravi +3 · 1 citation
Business, Management and Accounting · Computer Science · Engineering · #90-XX #90C40 #Advanced Queuing Theory Analysis #Advanced Wireless Network Optimization #FOS: Mathematics #Network Traffic and Congestion Control #Optimization and Control (math.OC) #Wireless Communication Networks Research
- Average-Cost Markov Decision Processes with Weakly Continuous Transition\n Probabilities
2012/02/18 by Eugene A. Feinberg, Feinberg, Eugene A., Pavlo O. Kasyanov +3 · 4 citations
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #90C40 #Decision-Making and Behavioral Economics #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Reinforcement Learning in Robotics #Stochastic processes and financial applications