43 citations · 92 across the 11 of their papers we have counts for
Showing 2013Show all
2 papers · 1 filter
cs.IT2013
Support Recovery for the Drift Coefficient of High-Dimensional Diffusions
Jose Bento, Morteza Ibrahimi
Consider the problem of learning the drift coefficient of a -dimensional stochastic differential equation from a sample path of length . We assume that the drift is parametri…
stat.ML2013★ 18 cited
Efficient Reinforcement Learning for High Dimensional Linear Quadratic Systems
Morteza Ibrahimi, Adel Javanmard, Benjamin Van Roy
We study the problem of adaptive control of a high dimensional linear quadratic (LQ) system. Previous work established the asymptotic convergence to an optimal controller for vario…