24 citations
- Polish Academy of SciencesPL19 papers
- University of WarsawPL6 papers
- Warsaw University of TechnologyPL4 papers
- Institute of PhysicsPL3 papers
- Jagiellonian UniversityPL3 papers
- National Information Processing InstitutePL3 papers
- Polish-Japanese Academy of Information TechnologyPL3 papers
- Uniwersytet SWPSPL3 papers
- Centre for Automation and RoboticsES2 papers
- Institute of MathematicsPL2 papers
- Institute of PhilosophyRU2 papers
- TU Dortmund UniversityDE2 papers
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math.OC2026
Blackwell optimality in risk-sensitive stochastic control
Marcin Pitera, Łukasz Stettner
In this paper, we consider a discrete-time Markov Decision Process (MDP) on a finite state-action space with a long-run risk-sensitive criterion used as the objective function. We…
math.OC2018★ 24 cited
Analysis of nonsmooth stochastic approximation: the differential inclusion approach
Szymon Majewski, Błażej Miasojedow, Eric Moulines
In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the…