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Convergence of finite memory Q learning for POMDPs and near optimality of learned policies under filter stability
Kara, Ali Devran; Yüksel, Serdar - In: Mathematics of operations research 48 (2023) 4, pp. 2066-2093
Persistent link: https://www.econbiz.de/10014437816
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Simulation of a random variable and its application to game theory
Valizadeh, Mehrdad; Gohari, Amin - In: Mathematics of operations research 46 (2021) 2, pp. 452-470
Persistent link: https://www.econbiz.de/10012582176
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Zero-variance importance sampling estimators for Markov process expectations
Awad, Hernan P.; Glynn, Peter W.; Rubinstein, Reuven Y. - In: Mathematics of operations research 38 (2013) 2, pp. 358-388
Persistent link: https://www.econbiz.de/10009751518
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Affine point processes : approximation and efficient simulation
Zhang, Xiaowei; Blanchet, Jose; Giesecke, Kay; Glynn, … - In: Mathematics of operations research 40 (2015) 4, pp. 797-819
Persistent link: https://www.econbiz.de/10011408901
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Efficient simulation of high dimensional Gaussian vectors
Kahalé, Nabil - In: Mathematics of operations research 44 (2019) 1, pp. 58-73
Persistent link: https://www.econbiz.de/10012001060
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How to calculate the barycenter of a weighted graph
Gadat, Sébastien; Gavra, Ioana; Risser, Laurent - In: Mathematics of operations research 43 (2018) 4, pp. 1085-1118
Persistent link: https://www.econbiz.de/10011956913
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Entropy coherent and entropy convex measures of risk
Laeven, Roger J. A.; Stadje, Mitja - In: Mathematics of operations research 38 (2013) 2, pp. 265-293
Persistent link: https://www.econbiz.de/10009751526
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K-optimal design via semidefinite programming and entropy optimization
Maréchal, Pierre; Ye, Jane J.; Zhou, Julie - In: Mathematics of operations research 40 (2015) 2, pp. 495-512
Persistent link: https://www.econbiz.de/10011283232
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Maximum entropy principle with general deviation measures
Grechuk, Bogdan; Molyboha, Anton; Zabarankin, Michael - In: Mathematics of operations research 34 (2009) 2, pp. 445-467
Persistent link: https://www.econbiz.de/10003870297
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Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker; Ladkau, Marcel; Laeven, Roger J. A.; … - In: Mathematics of operations research 43 (2018) 4, pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978