The recursive least-squares (RLS) algorithm is one of the most well-known algorithms used in adaptive filtering, system identification and adaptive control. Its popularity is main...
We apply a novel theoretical approach to better understand the behaviour of different types of bare-bones PSOs. It avoids many common but unrealistic assumptions often used in an...
Appropriately designing sampling policies is highly important for obtaining better control policies in reinforcement learning. In this paper, we first show that the least-squares ...
In an online linear optimization problem, on each period t, an online algorithm chooses st S from a fixed (possibly infinite) set S of feasible decisions. Nature (who may be adve...
We study the pathwise (strong) approximation of scalar stochastic differential equations with respect to the global error in the L2-norm. For equations with additive noise we estab...