We show that under reasonable conditions, online learning for a nonlinear function near a local minimum is similar to a multivariate Ornstein Uhlenbeck process. This implies that ...
Reinforcement Learning (RL) is the study of programs that improve their performance by receiving rewards and punishments from the environment. Most RL methods optimize the discoun...
Abstract— The optimal model parameters of a kernel machine are typically given by the solution of a convex optimisation problem with a single global optimum. Obtaining the best p...
We propose a generic method for obtaining quickly good upper bounds on the minimal value of a multistage stochastic program. The method is based on the simulation of a feasible dec...
—Large scale production grids are an important case for autonomic computing. They follow a mutualization paradigm: decision-making (human or automatic) is distributed and largely...