58 citations · 296 across the 62 of their papers we have counts for
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math.OC2012★ 14 cited
A Stochastic Kaczmarz Algorithm for Network Tomography
Gugan Thoppe, Vivek S. Borkar, D. Manjunath
We develop a stochastic approximation version of the classical Kaczmarz algorithm that is incremental in nature and takes as input noisy real time data. Our analysis shows that wit…
math.OC2012★ 8 cited
Relative Value Iteration for Stochastic Differential Games
Ari Arapostathis, Vivek S. Borkar, K. Suresh Kumar
We study zero-sum stochastic differential games with player dynamics governed by a nondegenerate controlled diffusion process. Under the assumption of uniform stability, we establi…