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NIPS
1993
15 years 28 days ago
Convergence of Stochastic Iterative Dynamic Programming Algorithms
Recent developments in the area of reinforcement learning have yielded a number of new algorithms for the prediction and control of Markovian environments. These algorithms,includ...
Tommi Jaakkola, Michael I. Jordan, Satinder P. Sin...
MP
2006
107views more  MP 2006»
14 years 11 months ago
Convergence theory for nonconvex stochastic programming with an application to mixed logit
Monte Carlo methods have been used extensively in the area of stochastic programming. As with other methods that involve a level of uncertainty, theoretical properties are required...
Fabian Bastin, Cinzia Cirillo, Philippe L. Toint
NIPS
2008
15 years 1 months ago
Fast Rates for Regularized Objectives
We study convergence properties of empirical minimization of a stochastic strongly convex objective, where the stochastic component is linear. We show that the value attained by t...
Karthik Sridharan, Shai Shalev-Shwartz, Nathan Sre...
NIPS
1998
15 years 29 days ago
Finite-Sample Convergence Rates for Q-Learning and Indirect Algorithms
In this paper, we address two issues of long-standing interest in the reinforcement learning literature. First, what kinds of performance guarantees can be made for Q-learning aft...
Michael J. Kearns, Satinder P. Singh
84
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WSC
2004
15 years 1 months ago
Retrospective Approximation Algorithms for the Multidimensional Stochastic Root-Finding Problem
The stochastic root-finding problem (SRFP) is that of solving a system of q equations in q unknowns using only an oracle that provides estimates of the function values. This paper...
Raghu Pasupathy, Bruce W. Schmeiser