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20152025
most citedCumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control

56 citations

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math.OC2018★ 1 cited

Random directions stochastic approximation with deterministic perturbations

Prashanth L A, Shalabh Bhatnagar, Nirav Bhavsar +2

We introduce deterministic perturbation schemes for the recently proposed random directions stochastic approximation (RDSA) [17], and propose new first-order and second-order algor…