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FOCS
2007
IEEE
15 years 8 months ago
Approximation Algorithms for Partial-Information Based Stochastic Control with Markovian Rewards
We consider a variant of the classic multi-armed bandit problem (MAB), which we call FEEDBACK MAB, where the reward obtained by playing each of n independent arms varies according...
Sudipto Guha, Kamesh Munagala
UAI
2008
15 years 3 months ago
Dyna-Style Planning with Linear Function Approximation and Prioritized Sweeping
We consider the problem of efficiently learning optimal control policies and value functions over large state spaces in an online setting in which estimates must be available afte...
Richard S. Sutton, Csaba Szepesvári, Alborz...
SIGPRO
2010
122views more  SIGPRO 2010»
15 years 25 days ago
Parameter estimation for exponential sums by approximate Prony method
The recovery of signal parameters from noisy sampled data is a fundamental problem in digital signal processing. In this paper, we consider the following spectral analysis problem...
Daniel Potts, Manfred Tasche
164
Voted
SIAMSC
2011
177views more  SIAMSC 2011»
14 years 9 months ago
Computing f(A)b via Least Squares Polynomial Approximations
Given a certain function f, various methods have been proposed in the past for addressing the important problem of computing the matrix-vector product f(A)b without explicitly comp...
Jie Chen, Mihai Anitescu, Yousef Saad
SODA
2012
ACM
229views Algorithms» more  SODA 2012»
13 years 4 months ago
Approximation algorithms for stochastic orienteering
In the Stochastic Orienteering problem, we are given a metric, where each node also has a job located there with some deterministic reward and a random size. (Think of the jobs as...
Anupam Gupta, Ravishankar Krishnaswamy, Viswanath ...