We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
In this paper we study stochastic dynamic games with many players that are relevant for a wide range of social, economic, and engineering applications. The standard solution conce...
Sachin Adlakha, Ramesh Johari, Gabriel Y. Weintrau...
Abstract— In this paper we consider several problems involving control with limited actuation and sampling rates. Event-based control has emerged as an attractive approach for ad...
Partially observable Markov decision processes (POMDPs) are widely used for planning under uncertainty. In many applications, the huge size of the POMDP state space makes straightf...
Joni Pajarinen, Jaakko Peltonen, Ari Hottinen, Mik...
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...