3 citations · 4 across the 3 of their papers we have counts for
3 papers
math.PR2010★ 3 cited
A vector minmax problem for controlled Markov chains
Sameer Kamal
The problem of controlling a finite state Markov chain in the presence of an adversary so as to ensure desired performance levels for a vector of objectives is cast in the framewor…
math.PR2010★ 1 cited
Stabilization of stochastic approximation by step size adaptation
Sameer Kamal
A scheme for stabilizing stochastic approximation iterates by adaptively scaling the step sizes is proposed and analyzed. This scheme leads to the same limiting differential equati…
math.PR2010
On the convergence, lock-in probability and sample complexity of stochastic approximation
Sameer Kamal
It is shown that under standard hypotheses, if stochastic approximation iterates remain tight, they converge with probability one to what their o.d.e. limit suggests. A simple test…