In this paper, we develop a stochastic approximation method to solve a monotone estimation problem and use this method to enhance the empirical performance of the Q-learning algor...
We consider the stochastic Steiner forest problem: suppose we were given a collection of Steiner forest instances, and were guaranteed that a random one of these instances would a...
This paper explores an approach to global, stochastic, simulation optimization which combines stochastic approximation (SA) with simulated annealing (SAN). SA directs a search of ...
We consider a stochastic variant of the NP-hard 0/1 knapsack problem in which item values are deterministic and item sizes are independent random variables with known, arbitrary d...
Brian C. Dean, Michel X. Goemans, Jan Vondrá...
We define the class of games called simulation-based games, in which the payoffs are available as an output of an oracle (simulator), rather than specified analytically or using a...