activity
20142025
most citedOn TD(0) with function approximation: Concentration bounds and a centered variant with exponential convergence

24 citations · 37 across the 10 of their papers we have counts for

collaborators
Showing 2015Show all

2 papers · 1 filter

cs.LG2015

A constrained optimization perspective on actor critic algorithms and application to network routing

Prashanth L. A., H. L. Prasad, Shalabh Bhatnagar +1

We propose a novel actor-critic algorithm with guaranteed convergence to an optimal policy for a discounted reward Markov decision process. The actor incorporates a descent directi…

math.OC2015

Adaptive system optimization using random directions stochastic approximation

Prashanth L. A., Shalabh Bhatnagar, Michael Fu +1

We present novel algorithms for simulation optimization using random directions stochastic approximation (RDSA). These include first-order (gradient) as well as second-order (Newto…