In this paper we propose and analyze a Stochastic-Collocation method to solve elliptic Partial Differential Equations with random coefficients and forcing terms (input data of the...
In this paper, by introducing the concept of command-to-state/output mapping, it is shown that the state of an uncertain nonlinear system can robustly be estimated if command-to-s...
Quasi-Newton methods for solving singular systems of nonlinear equations are considered in this paper. Singular roots cause a number of problems in implementation of iterative met...
Abstract. We consider Reinforcement Learning for average reward zerosum stochastic games. We present and analyze two algorithms. The first is based on relative Q-learning and the ...
In this paper we propose a power penalty approach to linear complementarity problems (LCP) in a finite dimensional space. This approach is based on approximating the LCP by a nonl...