We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...
In this paper we describe an automatic procedure for successively reducing the set of possible nonzeros in a Jacobian matrix until eventually the exact sparsity pattern is obtained...
State space methods have proven indispensable in neural data analysis. However, common methods for performing inference in state-space models with non-Gaussian observations rely o...
Liam Paninski, Yashar Ahmadian, Daniel Gil Ferreir...
Abstract. We consider a Newton-CG augmented Lagrangian method for solving semidefinite programming (SDP) problems from the perspective of approximate semismooth Newton methods. In ...
Potential games are a special class of games that admit tractable static and dynamic analysis. Intuitively, games that are "close" to a potential game should enjoy somewh...
Ozan Candogan, Asuman E. Ozdaglar, Pablo A. Parril...