44 citations · 364 across the 85 of their papers we have counts for
Showing 2011 · math.OCShow all
2 papers · 2 filters
math.OC2011★ 7 cited
Sequential Detection with Mutual Information Stopping Cost
Vikram Krishnamurthy, Robert Bitmead, Michel Gevers +1
This paper formulates and solves a sequential detection problem that involves the mutual information (stochastic observability) of a Gaussian process observed in noise with missing…
math.OC2011★ 3 cited
Real-Time Reinforcement Learning of Constrained Markov Decision Processes with Weak Derivatives
Vikram Krishnamurthy, Felisa Vazquez Abad
We present on-line policy gradient algorithms for computing the locally optimal policy of a constrained, average cost, finite state Markov Decision Process. The stochastic approxim…