In this paper, we consider the problem of planning and learning in the infinite-horizon discounted-reward Markov decision problems. We propose a novel iterative direct policysearc...
We consider the problem of approximating a regular function f(t) from its samples, f(nT), taken in a uniform grid. Quasi-interpolation schemes approximate f(t) with a dilated versi...
We develop numerical methods for solving nonlinear equations of conservation laws with flux function that depends on discontinuous coefficients. Using a relaxation approximation, ...
Third-order numerical methods are analyzed for secular equations. These equations arise in several matrix problems and numerical linear algebra applications. A closer look at an ex...
We study the problem of minimizing the expected loss of a linear predictor while constraining its sparsity, i.e., bounding the number of features used by the predictor. While the r...