We have studied two efficient sampling methods, Langevin and Hessian adapted Metropolis Hastings (MH), applied to a parameter estimation problem of the mathematical model (Lorent...
Abstract— The problem of an effective coordination of multiple autonomous robots is one of the most important tasks of the modern robotics. In turn, it is well known that the lea...
Abstract-- We consider reinforcement learning, and in particular, the Q-learning algorithm in large state and action spaces. In order to cope with the size of the spaces, a functio...
This paper considers online stochastic optimization problems where uncertainties are characterized by a distribution that can be sampled and where time constraints severely limit t...
Abstract. In this work, we address the problem of transient and steadystate analysis of a stochastic Petri net which includes non Markovian distributions with a finite support but ...