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ICML
1998
IEEE
15 years 11 months ago
Multiagent Reinforcement Learning: Theoretical Framework and an Algorithm
In this paper, we adopt general-sum stochastic games as a framework for multiagent reinforcement learning. Our work extends previous work by Littman on zero-sum stochastic games t...
Junling Hu, Michael P. Wellman
SDM
2010
SIAM
151views Data Mining» more  SDM 2010»
14 years 11 months ago
Fast Stochastic Frank-Wolfe Algorithms for Nonlinear SVMs
The high computational cost of nonlinear support vector machines has limited their usability for large-scale problems. We propose two novel stochastic algorithms to tackle this pr...
Hua Ouyang, Alexander Gray
91
Voted
SODA
2010
ACM
208views Algorithms» more  SODA 2010»
15 years 7 months ago
Correlation Robust Stochastic Optimization
We consider a robust model proposed by Scarf, 1958, for stochastic optimization when only the marginal probabilities of (binary) random variables are given, and the correlation be...
Shipra Agrawal, Yichuan Ding, Amin Saberi, Yinyu Y...
88
Voted
ASC
2004
14 years 10 months ago
Solving nonconvex climate control problems: pitfalls and algorithm performances
Global optimization can be used as the main component for reliable decision support systems. In this contribution, we explore numerical solution techniques for nonconvex and nondi...
Carmen G. Moles, Julio R. Banga, Klaus Keller
CDC
2009
IEEE
285views Control Systems» more  CDC 2009»
14 years 8 months ago
Adaptive randomized algorithm for finding eigenvector of stochastic matrix with application to PageRank
Abstract-- The problem of finding the eigenvector corresponding to the largest eigenvalue of a stochastic matrix has numerous applications in ranking search results, multi-agent co...
Alexander V. Nazin, Boris T. Polyak