We develop a framework for obtaining Fully Polynomial Time Approximation Schemes (FPTASs) for stochastic univariate dynamic programs with either convex or monotone single-period c...
Nir Halman, Diego Klabjan, Chung-Lun Li, James B. ...
Markov decisionprocesses(MDPs) haveproven to be popular models for decision-theoretic planning, but standard dynamic programming algorithms for solving MDPs rely on explicit, stat...
This paper discusses the infinite horizon stochastic Nash games with state-dependent noise. After establishing the asymptotic structure along with the positive semidefiniteness for...
This paper considers consensus problems with delayed noisy measurements, and stochastic approximation is used to achieve mean square consensus. For stochastic approximation based c...
Abstract. One of the main functions of the traffic navigation systems is to find the optimal route to the destination. In this paper, we propose an iterative Q value updating algor...
Manoj Kanta Mainali, Kaoru Shimada, Shingo Mabu, K...