Borkar V.S.

V.S. Borkar

Information about the author V.S. Borkar will soon be added to the site.
Found 12 papers in total
Adaptive importance sampling technique for Markov chains using stochastic approximation
Adaptive importance sampling technique for Markov chains using stochastic approximation
2006
For a discrete-time finite-state Markov chain, we develop an adaptive importance...
A convex analytic framework for ergodic control of semi-Markov processes
A convex analytic framework for ergodic control of semi-Markov processes
1995
The ergodic control problem for semi-Markov processes is reformulated as an...
Risk-sensitive optimal control for Markov decision processes with monotone cost
Risk-sensitive optimal control for Markov decision processes with monotone cost
2002
The existence of an optimal feedback law is established for the risk-sensitive optimal...
Q-learning for risk-sensitive control
Q-learning for risk-sensitive control
2002
We propose for risk-sensitive control of finite Markov chains a counterpart of the...
Learning algorithms for Markov decision processes with average cost
Learning algorithms for Markov decision processes with average cost
2001
This paper gives the first rigorous convergence analysis of analogues of Watkins's...
Learning algorithms or Markov decision processes with average cost
Learning algorithms or Markov decision processes with average cost
2001
This paper gives the first rigorous convergence analysis of analogues of Watkins's...
Actor-critic-type learning algorithms for Markov decision processes
Actor-critic-type learning algorithms for Markov decision processes
1999
Algorithms for learning the optimal policy of a Markov decision process (MDP) based on...
Average cost dynamic programming equations for controlled Markov chains with partial observations
Average cost dynamic programming equations for controlled Markov chains with partial observations
2000
The value function for the average cost control of class of partially observed Markov...
A learning algorithm for discrete-time stochastic control
A learning algorithm for discrete-time stochastic control
2000
A simulation-based algorithm for learning good policies for a discrete-time stochastic...
Optimal control of a stochastic hybrid system with discounted cost
Optimal control of a stochastic hybrid system with discounted cost
1999
We address the optimal control problem for a very general stochastic hybrid system...
A two-timescale stochastic approximation scheme for simulation-based parametric optimization
A two-timescale stochastic approximation scheme for simulation-based parametric optimization
1998
A two-timescale stochastic approximation scheme which uses coupled iterations is used...
A remark on control of partially observed Markov chains
A remark on control of partially observed Markov chains
1991
A new state variable is introduced for the problem of controlling a Markov chain under...
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