58 citations · 296 across the 62 of their papers we have counts for
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LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The Non-Ergodic Case
Vivek S. Borkar, Vladimir Gaitsgory, Ilya Shvartsman
We formulate and study the infinite dimensional linear programming (LP) problem associated with the deterministic discrete time long-run average criterion optimal control problem.…
A Structure-aware Online Learning Algorithm for Markov Decision Processes
Arghyadip Roy, Vivek Borkar, Abhay Karandikar +1
To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learni…
Simultaneous Small Noise Limit for Singularly Perturbed Slow-Fast Coupled Diffusions
Siva R. Athreya, Vivek S. Borkar, K. Suresh Kumar +1
We consider a simultaneous small noise limit for a singularly perturbed coupled diffusion described by \begin{eqnarray*} dX^{\varepsilon}_t &=& b(X^{\varepsilon}_t, Y^{\varepsilon}…
Concentration bounds for two time scale stochastic approximation
Vivek S. Borkar, Sarath Pattathil
Viewing a two time scale stochastic approximation scheme as a noisy discretization of a singularly perturbed differential equation, we obtain a concentration bound for its iterates…
Linear Programming Formulation of Long Run Average Optimal Control Problem
Vivek S. Borkar, Vladimir Gaitsgory
We introduce and study the infinite dimensional linear programming problem which along with its dual allows one to characterize the optimal value of the deterministic long-run aver…
Non-asymptotic Error Bounds For Constant Stepsize Stochastic Approximation For Tracking Mobile Agents
Bhumesh Kumar, Vivek Borkar, Akhil Shetty
This work revisits the constant stepsize stochastic approximation algorithm for tracking a slowly moving target and obtains a bound for the tracking error that is valid for the ent…