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20092026
most citedThe Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data

139 citations · 616 across the 32 of their papers we have counts for

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Showing 2011 · math.OCShow all

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math.OC2011★ 2 cited

KL-learning: Online solution of Kullback-Leibler control problems

Joris Bierkens, Bert Kappen

We introduce a stochastic approximation method for the solution of an ergodic Kullback-Leibler control problem. A Kullback-Leibler control problem is a Markov decision process on a…