R.I.P.
π»
Ghosted
A variational formula for risk-sensitive reward
January 04, 2015 Β· Declared Dead Β· π SIAM Journal of Control and Optimization
"No code URL or promise found in abstract"
Evidence collected by the PWNC Scanner
Authors
Venkatachalam Anantharam, Vivek Shripad Borkar
arXiv ID
1501.00676
Category
math.OC: Optimization & Control
Cross-listed
cs.IT,
math.PR
Citations
45
Venue
SIAM Journal of Control and Optimization
Last Checked
6 months ago
Abstract
We derive a variational formula for the optimal growth rate of reward in the infinite horizon risk-sensitive control problem for discrete time Markov decision processes with compact metric state and action spaces, extending a formula of Donsker and Varadhan for the Perron-Frobenius eigenvalue of a positive operator. This leads to a concave maximization formulation of the problem of determining this optimal growth rate.
Community Contributions
Found the code? Know the venue? Think something is wrong? Let us know!
π Similar Papers
In the same crypt β Optimization & Control
R.I.P.
π»
Ghosted
Local SGD Converges Fast and Communicates Little
R.I.P.
π»
Ghosted
On Lazy Training in Differentiable Programming
π
π
The Cartographer
A Review on Bilevel Optimization: From Classical to Evolutionary Approaches and Applications
R.I.P.
π»
Ghosted
Learned Primal-dual Reconstruction
R.I.P.
π»
Ghosted
On the Global Convergence of Gradient Descent for Over-parameterized Models using Optimal Transport
Died the same way β π» Ghosted
R.I.P.
π»
Ghosted
Federated Learning: Strategies for Improving Communication Efficiency
R.I.P.
π»
Ghosted
In-Datacenter Performance Analysis of a Tensor Processing Unit
R.I.P.
π»
Ghosted
Deep Convolutional Neural Networks for Computer-Aided Detection: CNN Architectures, Dataset Characteristics and Transfer Learning
R.I.P.
π»
Ghosted