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...
This paper considers importance sampling as a tool for rare-event simulation. The focus is on estimating the probability of overflow in the downstream queue of a Jacksonian two-n...
Denis I. Miretskiy, Werner R. W. Scheinhardt, Mich...