We give the first rigorous upper bounds on the error of temporal difference (td) algorithms for policy evaluation as a function of the amount of experience. These upper bounds pr...
We provide asymptotic expressions for the expected value and variance of the replicated batch means variance estimator when the stochastic process being simulated has an additive ...
The asymptotic bias and variance are important determinants of the quality of a simulation run. In particular, the asymptotic bias can be used to approximate the bias introduced b...
Aad P. A. van Moorsel, Latha A. Kant, William H. S...
We consider the problem of estimating the time-average variance constant for a stationary process. A previous paper described an approach based on multiple integrations of the sim...
ABSTRACT. We study functionally private approximations. An approximation function g is functionally private with respect to f if, for any input x, g(x) reveals no more information ...