| Publication | Date of Publication | Type |
|---|
| Risk-sensitive control, single controller games and linear programming | 2023-10-26 | Paper |
| Stochastic approximation. A dynamical systems viewpoint | 2023-09-04 | Paper |
| In memoriam: Aristotle Arapostathis (1954--2021). Stochastic control and stability with applications | 2023-06-27 | Paper |
| Functional Central Limit Theorem for Two Timescale Stochastic Approximation | 2023-06-09 | Paper |
| A selection procedure for extracting the unique Feller weak solution of degenerate diffusions | 2023-04-03 | Paper |
| Remarks on Differential Inclusion limits of Stochastic Approximation | 2023-03-08 | Paper |
| Concentration of Contractive Stochastic Approximation and Reinforcement Learning | 2023-01-23 | Paper |
| A concentration bound for \(\operatorname{LSPE}( \lambda )\) | 2023-01-05 | Paper |
| Ergodic Risk-sensitive control -- A survey | 2022-12-31 | Paper |
| Whittle indexability in egalitarian processor sharing systems | 2022-11-09 | Paper |
| A Concentration Bound for Distributed Stochastic Approximation | 2022-10-09 | Paper |
| Online Reinforcement Learning of Optimal Threshold Policies for Markov Decision Processes | 2022-07-28 | Paper |
| ERRATUM: LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The Nonergodic Case | 2022-05-03 | Paper |
| Revisiting SIR in the Age of COVID-19: Explicit Solutions and Control Problems | 2022-04-27 | Paper |
| Whittle index based Q-learning for restless bandits with average reward | 2022-03-18 | Paper |
| Corrigendum to: ``A concentration bound for contractive stochastic approximation | 2022-03-01 | Paper |
| A selection procedure for extracting the unique Feller weak solution of degenerate diffusions | 2022-02-27 | Paper |
| A concentration bound for contractive stochastic approximation | 2021-11-10 | Paper |
| Prospect-theoretic Q-learning | 2021-11-10 | Paper |
| Full Gradient DQN Reinforcement Learning: A Provably Convergent Scheme | 2021-09-30 | Paper |
| “Controlled” Versions of the Collatz–Wielandt and Donsker–Varadhan Formulae | 2021-08-31 | Paper |
| Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions | 2021-07-15 | Paper |
| A variational characterization of the optimal exit rate for controlled diffusions | 2021-05-27 | Paper |
| On the relative value iteration with a risk-sensitive criterion | 2021-05-20 | Paper |
| Empirical Q-Value Iteration | 2021-03-29 | Paper |
| A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$ | 2021-03-18 | Paper |
| Linear and dynamic programs for risk-sensitive cost minimization | 2021-03-14 | Paper |
| A Concentration Bound for Stochastic Approximation via Alekseev’s Formula | 2020-06-18 | Paper |
| Metastability in stochastic replicator dynamics | 2019-12-18 | Paper |
| Postponing collapse: ergodic control with a probabilistic constraint | 2019-11-20 | Paper |
| Non-asymptotic error bounds for constant stepsize stochastic approximation for tracking mobile agents | 2019-11-07 | Paper |
| On the fastest finite Markov processes | 2019-10-04 | Paper |
| LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case | 2019-08-30 | Paper |
| Linear programming formulation of long-run average optimal control problem | 2019-06-07 | Paper |
| Aerial monitoring of slow moving convoys using elliptical orbits | 2019-05-20 | Paper |
| Opportunistic Scheduling as Restless Bandits | 2019-03-29 | Paper |
| Distributed Stochastic Approximation with Local Projections | 2018-12-19 | Paper |
| Whittle Index Policy for Crawling Ephemeral Content | 2018-12-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4558484 | 2018-11-22 | Paper |
| Mean field limits through local interactions | 2018-11-19 | Paper |
| Reinforcement learning, sequential Monte Carlo and the EM algorithm | 2018-10-31 | Paper |
| Distributed and asynchronous methods for semi-supervised learning | 2018-10-26 | Paper |
| Controlled equilibrium selection in stochastically perturbed dynamics | 2018-10-24 | Paper |
| Concentration bounds for two time scale stochastic approximation | 2018-06-28 | Paper |
| Whittle Index for Partially Observed Binary Markov Decision Processes | 2018-06-27 | Paper |
| Q-learning for Markov decision processes with a satisfiability criterion | 2018-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4639418 | 2018-05-09 | Paper |
| Approachability in Stackelberg stochastic games with vector costs | 2018-04-03 | Paper |
| A Distributed Boyle--Dykstra--Han Scheme | 2017-09-07 | Paper |
| Structural Properties of Optimal Transmission Policies Over a Randomly Varying Channel | 2017-08-08 | Paper |
| Distributed Reinforcement Learning via Gossip | 2017-07-27 | Paper |
| Actor-Critic Algorithms with Online Feature Adaptation | 2017-06-30 | Paper |
| Dynamic Cesaro-Wardrop equilibration in networks | 2017-06-20 | Paper |
| A Correction to “A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions | 2017-06-07 | Paper |
| A Variational Formula for Risk-Sensitive Reward | 2017-05-24 | Paper |
| Manufacturing Consent | 2017-05-16 | Paper |
| Risk-Constrained Markov Decision Processes | 2017-05-16 | Paper |
| Risk-sensitive control and an abstract Collatz-Wielandt formula | 2017-01-10 | Paper |
| Event-driven stochastic approximation | 2016-12-13 | Paper |
| Nonlinear Gossip | 2016-06-23 | Paper |
| CORRECTION TO “TRANSMISSION RATE CONTROL OVER RANDOMLY VARYING CHANNELS” | 2016-05-23 | Paper |
| Gaussian approximations in high dimensional estimation | 2016-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3456221 | 2015-12-11 | Paper |
| Relative Value Iteration for Stochastic Differential Games | 2014-10-31 | Paper |
| A stochastic Kaczmarz algorithm for network tomography | 2014-10-20 | Paper |
| Convergence of the Relative Value Iteration for the Ergodic Control Problem of Nondegenerate Diffusions under Near-Monotone Costs | 2014-07-30 | Paper |
| Asymptotics of the Invariant Measure in Mean Field Models with Jumps | 2014-07-21 | Paper |
| Stochastic approximation with long range dependent and heavy tailed noise | 2013-11-25 | Paper |
| Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control | 2013-08-28 | Paper |
| Markov chains, Hamiltonian cycles and volumes of convex bodies | 2013-04-08 | Paper |
| A Relative Value Iteration Algorithm for Nondegenerate Controlled Diffusions | 2012-11-29 | Paper |
| Hamiltonian cycle problem and Markov chains. | 2012-02-14 | Paper |
| Ergodic Control of Diffusion Processes | 2011-12-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3100581 | 2011-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3174029 | 2011-10-12 | Paper |
| Optimal Distributed Uplink Channel Allocation: A Constrained MDP Formulation | 2011-08-08 | Paper |
| A Learning Algorithm for Risk-Sensitive Cost | 2011-04-27 | Paper |
| Uniform Recurrence Properties of Controlled Diffusions and Applications to Optimal Control | 2011-03-21 | Paper |
| ERRATUM: White-Noise Representations in Stochastic Realization Theory | 2011-03-21 | Paper |
| On a controlled eigenvalue problem | 2011-01-12 | Paper |
| Application of nonlinear filtering to credit risk | 2010-12-23 | Paper |
| Erratum to: Risk-sensitive control with near monotone cost | 2010-12-03 | Paper |
| Singular Perturbations in Risk-Sensitive Stochastic Control | 2010-12-03 | Paper |
| Risk-sensitive control with near monotone cost | 2010-11-22 | Paper |
| Erratum to: Risk-sensitive control with near monotone cost | 2010-11-22 | Paper |
| On the Hamiltonicity Gap and doubly stochastic matrices | 2010-11-09 | Paper |
| A new Markov selection procedure for degenerate diffusions | 2010-10-13 | Paper |
| McKean–Vlasov Limit in Portfolio Optimization | 2010-10-07 | Paper |
| Quasi-stationary distributions as centrality measures for the giant strongly connected component of a reducible graph | 2010-08-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580549 | 2010-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580467 | 2010-08-12 | Paper |
| Controlled diffusion processes | 2010-06-29 | Paper |
| Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space | 2010-06-17 | Paper |
| Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view | 2009-11-06 | Paper |
| A new learning algorithm for optimal stopping | 2009-09-01 | Paper |
| Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation | 2009-08-13 | Paper |
| Stochastic Control with Imperfect Models | 2009-05-27 | Paper |
| Stochastic approximation. A dynamical systems viewpoint. | 2009-04-20 | Paper |
| Opportunistic Transmission over Randomly Varying Channels | 2009-03-26 | Paper |
| Some Examples of Stochastic Approximation in Communications | 2009-03-17 | Paper |
| Cooperative dynamics and Wardrop equilibria | 2009-03-02 | Paper |
| A note on linear function approximation using random projections | 2009-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3527701 | 2008-09-29 | Paper |
| Singular Perturbations in Ergodic Control of Diffusions | 2008-09-23 | Paper |
| Averaging of singularly perturbed controlled stochastic differential equations | 2008-02-18 | Paper |
| Dynamic Programming for Ergodic Control of Markov Chains under Partial Observations: A Correction | 2007-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5423305 | 2007-10-23 | Paper |
| Common randomness and distributed control: A counterexample | 2007-08-23 | Paper |
| On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation | 2007-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5491035 | 2006-09-26 | Paper |
| An actor-critic algorithm for constrained Markov decision processes | 2006-09-25 | Paper |
| Stochastic approximation with `controlled Markov' noise | 2006-09-25 | Paper |
| Multiscale Stochastic Approximation for Parametric Optimization of Hidden Markov Models | 2006-09-22 | Paper |
| Avoidance of traps in stochastic approximation | 2006-09-21 | Paper |
| Performance analysis conditioned on rare events: an adaptive simulation scheme | 2006-03-16 | Paper |
| Dynamic programming for ergodic control with partial observations. | 2005-11-29 | Paper |
| Risk-Sensitive Optimal Control for Markov Decision Processes with Monotone Cost | 2005-11-11 | Paper |
| Q-Learning for Risk-Sensitive Control | 2005-11-11 | Paper |
| On de Finetti coherence and Kolmogorov probability | 2005-09-29 | Paper |
| A further remark on dynamic programming for partially observed Markov processes | 2005-08-05 | Paper |
| TRANSMISSION RATE CONTROL OVER RANDOMLY VARYING CHANNELS | 2005-05-09 | Paper |
| Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations | 2005-02-28 | Paper |
| Charge-based control of DiffServ-like queues | 2005-01-26 | Paper |
| Markov control problems under communication constraints | 2004-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4451692 | 2004-03-01 | Paper |
| A LEARNING ALGORITHM FOR DISCRETE-TIME STOCHASTIC CONTROL | 2004-02-02 | Paper |
| Ergodic Control of Partially Degenerate Diffusions in a Compact Domain | 2003-12-18 | Paper |
| Mathematical programming embeddings of logic | 2003-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2768028 | 2002-11-18 | Paper |
| Convexity in stochastic control | 2002-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4547443 | 2002-08-21 | Paper |
| Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost | 2002-08-14 | Paper |
| On the Lock-in Probability of Stochastic Approximation | 2002-06-27 | Paper |
| Stochastic Approximation for Nonexpansive Maps: Application to Q-Learning Algorithms | 2002-06-23 | Paper |
| A sensitivity formula for risk-sensitive cost and the actor-critic algorithm | 2002-03-03 | Paper |
| Controlled Markov chains with constraints. | 2002-02-18 | Paper |
| Managing interprocessor delays in distributed recursive algorithms | 2002-02-18 | Paper |
| The actor-critic algorithm as multi-time-scale stochastic approximation. | 2002-02-18 | Paper |
| Stochastic approximation algorithms: overview and recent trends. | 2002-02-18 | Paper |
| REINFORCEMENT LEARNING IN MARKOVIAN EVOLUTIONARY GAMES | 2002-01-01 | Paper |
| Learning Algorithms for Markov Decision Processes with Average Cost | 2001-10-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2722575 | 2001-07-12 | Paper |
| Optimal Sequential Vector Quantization of Markov Sources | 2001-06-21 | Paper |
| The value function in ergodic control of diffusion processes with partial observations II | 2001-01-07 | Paper |
| Recursive self-tuning control of finite Markov chains | 2001-01-03 | Paper |
| Stability of annealing schemes and related processes | 2000-12-12 | Paper |
| A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization | 2000-12-12 | Paper |
| A strong approximation theorem for stochastic recursive algorithms | 2000-11-28 | Paper |
| The value function in ergodic control of diffusion processes with partial observations | 2000-11-13 | Paper |
| Sample complexity for Markov chain self-tuner | 2000-10-26 | Paper |
| Average Cost Dynamic Programming Equations For Controlled Markov Chains With Partial Observations | 2000-10-18 | Paper |
| An analog scheme for fixed-point computation-Part II: Applications | 2000-09-26 | Paper |
| Actor-Critic--Type Learning Algorithms for Markov Decision Processes | 2000-03-19 | Paper |
| The O.D.E. Method for Convergence of Stochastic Approximation and Reinforcement Learning | 2000-03-19 | Paper |
| Evolutionary games with two timescales | 1999-12-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4763591 | 1999-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4244240 | 1999-05-24 | Paper |
| Optimal control of semilinear stochastic evolution equations | 1999-04-28 | Paper |
| Ergodic control of partially observed Markov chains | 1999-01-12 | Paper |
| Stochastic approximation with two time scales | 1998-07-23 | Paper |
| A unified framework for hybrid control: model and optimal control theory | 1998-06-11 | Paper |
| Asynchronous Stochastic Approximations | 1998-05-10 | Paper |
| Occupation measures for controlled Markov processes: Characterization and optimality | 1997-06-03 | Paper |
| Ergodic control of degenerate diffusions | 1997-04-16 | Paper |
| Distributed computation of fixed points of \(\infty\)-nonexpansive maps | 1997-01-19 | Paper |
| Errata corrige to: Stochastic differential games: Occupation measure based approach | 1996-09-16 | Paper |
| Stochastic processes that generate polygonal and related random fields | 1996-07-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4882248 | 1996-07-18 | Paper |
| A Convex Analytic Framework for Ergodic Control of Semi-Markov Processes | 1996-07-15 | Paper |
| On ergodic control of degenerate diffusions | 1996-04-01 | Paper |
| On Extremal Solutions of Controlled Nonlinear Filtering Equations | 1996-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4858374 | 1995-12-12 | Paper |
| On infinitesimal \(\sigma\)-fields generated by random processes | 1994-10-10 | Paper |
| White-Noise Representations in Stochastic Realization Theory | 1994-05-24 | Paper |
| Stochastic differential games: Occupation measure based approach | 1994-04-27 | Paper |
| Denumerable state stochastic games with limiting average payoff | 1994-04-27 | Paper |
| On the Milito-Cruz adaptive control scheme for Markov chains | 1994-04-27 | Paper |
| Ergodic Control of Markov Chains with Constraints—the General Case | 1994-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4280481 | 1994-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203415 | 1993-09-13 | Paper |
| Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey | 1993-09-13 | Paper |
| Controlled diffusions with constraints. II | 1993-09-05 | Paper |
| On extremal solutions to stochastic control problems. II | 1993-08-23 | Paper |
| Correction to: Ergodic and adaptive control of nearest-neighbor motions | 1993-01-16 | Paper |
| Pathwise recurrence orders and simulated annealing | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3995082 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3999474 | 1992-09-17 | Paper |
| On extremal solutions to stochastic control problems | 1992-06-27 | Paper |
| Controlled diffusions with constraints | 1992-06-25 | Paper |
| Ergodic and adaptive control of nearest-neighbor motions | 1992-06-25 | Paper |
| Errata: The probabilistic structure of controlled diffusion processes | 1992-06-25 | Paper |
| A remark on control of partially observed Markov chains | 1991-01-01 | Paper |
| Self-tuning control of diffusions without the identifiability condition | 1991-01-01 | Paper |
| Ergodic control of multidimensional diffusions. II: Adaptive control | 1990-01-01 | Paper |
| The Kumar-Becker-Lin scheme revisited | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3496272 | 1990-01-01 | Paper |
| Mimicking finite dimensional marginals of a controlled diffusion by simpler controls | 1989-01-01 | Paper |
| ``Minimum toll control of diffusions | 1989-01-01 | Paper |
| A topology for Markov controls | 1989-01-01 | Paper |
| Control of Markov Chains with Long-Run Average Cost Criterion: The Dynamic Programming Equations | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3827375 | 1989-01-01 | Paper |
| A convex analytic approach to Markov decision processes | 1988-01-01 | Paper |
| The probabilistic structure of controlled diffusion processes | 1988-01-01 | Paper |
| Controlled diffusions with boundary-crossing costs | 1988-01-01 | Paper |
| Stochastic quantization of field theory in finite and infinite volume | 1988-01-01 | Paper |
| Ergodic Control of Multidimensional Diffusions I: The Existence Results | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3815237 | 1988-01-01 | Paper |
| Control of a partially observed diffusion up to an exit time | 1987-01-01 | Paper |
| A comparison principle for certain convex functionals of a diffusion process without drift | 1987-01-01 | Paper |
| Corrections to ``Ergodic control problem for one-dimensional diffusions with near-monotone cost | 1986-01-01 | Paper |
| The nisio semigroup for controlled diffusions with partial observations | 1986-01-01 | Paper |
| A remark on the attainable distributions of controlled diffusions | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3809027 | 1985-01-01 | Paper |
| A note on controlled diffusions on line with time-averaged cost | 1984-01-01 | Paper |
| Ergodic control problem for one-dimensional diffusions with near-monotone cost | 1984-01-01 | Paper |
| Parameter identification in infinte dimensional linear systems | 1984-01-01 | Paper |
| On Minimum Cost Per Unit Time Control of Markov Chains | 1984-01-01 | Paper |
| Evolution of interacting particles in a brownian medium | 1984-01-01 | Paper |
| Existence of optimal controls for partially observed diffusions | 1983-01-01 | Paper |
| Parameter estimation in stochastic systems: some recent results and applications | 1982-01-01 | Paper |
| Pathwise smoothing of Markov processes with noisy observations | 1982-01-01 | Paper |
| Identification and Adaptive Control of Markov Chains | 1982-01-01 | Paper |
| Asymptotic agreement in distributed estimation | 1982-01-01 | Paper |
| Parameter estimation in continuous-time stochastic processes | 1982-01-01 | Paper |
| Finite chain approximation for a continuous stochastic control problem | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4749708 | 1981-01-01 | Paper |
| Adaptive control of Markov chains, I: Finite parameter set | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4194841 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4194845 | 1979-01-01 | Paper |
