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Number of items: 4.

Conference Paper

Borkar, VS and Meyn, SP (1998) Stability and Convergence of Stochastic Approximation using the O.D.E. Method. In: 37th IEEE Conference on Decision and Control, 1998, 16-18 December, Florida,USA, Vol.1, 277-282.

Journal Article

Borkar, VS and Meyn, SP (2002) Risk-sensitive optimal control for Markov decision processes with monotone cost. In: Mathematics of Operations Research, 27 (1). pp. 192-209.

Balaji, S and Meyn, SP (2000) Multiplicative ergodicity and large deviations for an irreducible Markov chain. In: Stochastic Processes and their Applications, 90 (01). pp. 123-144.

Borkar, VS and Meyn, SP (2000) The ODE method for convergence of stochastic approximation and reinforcement learning. In: SIAM Journal on Control And Optimization, 38 (2). pp. 447-469.

This list was generated on Wed Sep 18 13:00:30 2019 IST.