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math.PR2015
Long time behavior of Markov processes and beyond
Florian Bouguet, Florent Malrieu, Fabien Panloup +2
This note provides several recent progresses in the study of long time behavior of Markov processes. The examples presented below are related to other scientific fields as PDE's, p…
math.PR2015★ 2 cited
Regret bounds for Narendra-Shapiro bandit algorithms
Sébastien Gadat, Fabien Panloup, Sofiane Saadane
Narendra-Shapiro (NS) algorithms are bandit-type algorithms that have been introduced in the sixties (with a view to applications in Psychology or learning automata), whose converg…