52 search results - page 4 / 11 » Error Bounds for Approximate Policy Iteration |
TIT
2010
14 years 4 months ago
2010
We consider the problem of rate and power allocation in a multiple-access channel. Our objective is to obtain rate and power allocation policies that maximize a general concave ut...
ICML
2007
IEEE
15 years 10 months ago
2007
IEEE
We provide a framework to exploit dependencies among arms in multi-armed bandit problems, when the dependencies are in the form of a generative model on clusters of arms. We find ...
JMLR
2006
2006
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
14 years 9 months ago
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...
SIAMJO
2008
14 years 9 months ago
2008
We show that the optimal complexity of Nesterov's smooth first-order optimization algorithm is preserved when the gradient is only computed up to a small, uniformly bounded er...
AIPS
2010
14 years 12 months ago
2010
Computing a good policy in stochastic uncertain environments with unknown dynamics and reward model parameters is a challenging task. In a number of domains, ranging from space ro...