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 Author ID: borkar.vivek-shripad Published as: Borkar, V.; Borkar, V. S.; Borkar, Vivek; Borkar, Vivek S.; Borkar, Vivek Shripad Homepage: https://www.ee.iitb.ac.in/web/faculty/homepage/borkar External Links: MGP · Wikidata · dblp · GND
 Documents Indexed: 209 Publications since 1979, including 8 Books
all top 5

all top 5

#### Serials

 30 SIAM Journal on Control and Optimization 20 Systems & Control Letters 10 IEEE Transactions on Automatic Control 10 Journal of Optimization Theory and Applications 9 Applied Mathematics and Optimization 6 Stochastics 5 Journal of Mathematical Analysis and Applications 5 Probability in the Engineering and Informational Sciences 5 Sādhanā 4 Automatica 4 Mathematics of Operations Research 4 Stochastic Processes and their Applications 4 Applicationes Mathematicae 3 Journal of the Indian Institute of Science 3 MCSS. Mathematics of Control, Signals, and Systems 3 Stochastic Systems 2 The Annals of Probability 2 Stochastic Analysis and Applications 2 Acta Applicandae Mathematicae 2 Journal of Theoretical Probability 2 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 2 Stochastics and Stochastics Reports 2 SIAM Journal on Optimization 2 Journal of Machine Learning Research (JMLR) 2 Communications in Information and Systems 2 Sankhyā 2 Dynamic Games and Applications 2 IEEE Transactions on Control of Network Systems 1 IEEE Transactions on Information Theory 1 Indian Journal of Pure & Applied Mathematics 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Journal of Functional Analysis 1 Operations Research 1 Statistics & Probability Letters 1 Operations Research Letters 1 Physica D 1 Probability Theory and Related Fields 1 Journal of Automated Reasoning 1 Complex Systems 1 Queueing Systems 1 Annals of Operations Research 1 Random Structures & Algorithms 1 Journal of Global Optimization 1 Discrete Event Dynamic Systems 1 IEEE Transactions on Circuits and Systems. I: Fundamental Theory and Applications 1 Theory of Probability and Mathematical Statistics 1 Combinatorics, Probability and Computing 1 ACM Transactions on Modeling and Computer Simulation 1 European Journal of Control 1 Differential Equations and Dynamical Systems 1 Advances in Complex Systems 1 Encyclopedia of Mathematics and Its Applications 1 International Series in Operations Research & Management Science 1 Texts and Readings in Mathematics 1 Probability Surveys 1 Nonlinear Analysis. Theory, Methods & Applications 1 Pure and Applied Functional Analysis
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#### Fields

 130 Systems theory; control (93-XX) 91 Probability theory and stochastic processes (60-XX) 62 Operations research, mathematical programming (90-XX) 39 Statistics (62-XX) 35 Calculus of variations and optimal control; optimization (49-XX) 21 Computer science (68-XX) 20 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Numerical analysis (65-XX) 5 Ordinary differential equations (34-XX) 5 Partial differential equations (35-XX) 4 Measure and integration (28-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Information and communication theory, circuits (94-XX) 3 Combinatorics (05-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Operator theory (47-XX) 2 Quantum theory (81-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Functional analysis (46-XX) 1 Geometry (51-XX) 1 Mechanics of particles and systems (70-XX) 1 Biology and other natural sciences (92-XX)

#### Citations contained in zbMATH Open

160 Publications have been cited 1,542 times in 1,016 Documents Cited by Year
A unified framework for hybrid control: Model and optimal control theory. Zbl 0951.93002
Branicky, Michael S.; Borkar, Vivek S.; Mitter, Sanjoy K.
1998
Discrete-time controlled Markov processes with average cost criterion: A survey. Zbl 0770.93064
Arapostathis, Aristotle; Borkar, Vivek S.; Fernández-Gaucherand, Emmanuel; Ghosh, Mrinal K.; Marcus, Steven I.
1993
Ergodic control of diffusion processes. Zbl 1236.93137
Arapostathis, Ari; Borkar, Vivek S.; Ghosh, Mrinal K.
2012
Stochastic approximation. A dynamical systems viewpoint. Zbl 1181.62119
Borkar, Vivek S.
2008
Optimal control of diffusion processes. Zbl 0669.93065
Borkar, Vivek S.
1989
The O. D. E. method for convergence of stochastic approximation and reinforcement learning. Zbl 0990.62071
Borkar, V. S.; Meyn, S. P.
2000
Stochastic approximation with two time scales. Zbl 0895.62085
Borkar, Vivek S.
1997
Topics in controlled Markov chains. Zbl 0725.93082
Borkar, V. S.
1991
Occupation measures for controlled Markov processes: Characterization and optimality. Zbl 0863.93086
Bhatt, Abhay G.; Borkar, Vivek S.
1996
Probability theory. An advanced course. Zbl 0838.60001
Borkar, Vivek S.
1995
Stochastic approximation. A dynamical systems viewpoint. Zbl 1159.60002
Borkar, Vivek S.
2008
Asymptotic agreement in distributed estimation. Zbl 0497.93037
Borkar, Vivek; Varaiya, Pravin P.
1982
Risk-sensitive optimal control for Markov decision processes with monotone cost. Zbl 1082.90577
Borkar, V. S.; Meyn, S. P.
2002
Stochastic differential games: Occupation measure based approach. Zbl 0794.90086
Borkar, V. S.; Ghosh, M. K.
1992
A convex analytic approach to Markov decision processes. Zbl 0628.90090
Borkar, Vivek S.
1988
Actor-critic-type learning algorithms for Markov decision processes. Zbl 0938.93069
Konda, Vijaymohan R.; Borkar, Vivek S.
1999
On minimum cost per unit time control of Markov chains. Zbl 0566.93069
Borkar, Vivek S.
1984
Stochastic quantization of field theory in finite and infinite volume. Zbl 0657.60084
Borkar, V. S.; Chari, R. T.; Mitter, S. K.
1988
Control of Markov chains with long-run average cost criterion: The dynamic programming equations. Zbl 0668.60059
Borkar, Vivek S.
1989
Convex analytic methods in Markov decision processes. Zbl 1003.90048
Borkar, Vivek S.
2002
Asynchronous stochastic approximations. Zbl 0922.62081
Borkar, Vivek S.
1998
Parameter estimation in continuous-time stochastic processes. Zbl 0499.62076
Borkar, Vivek; Bagchi, Arunabha
1982
Averaging of singularly perturbed controlled stochastic differential equations. Zbl 1139.93022
2007
Controlled diffusion processes. Zbl 1189.93143
Borkar, Vivek S.
2005
Distributed asynchronous incremental subgradient methods. Zbl 0997.90102
Nedić, A.; Bertsekas, D. P.; Borkar, V. S.
2001
Learning algorithms for Markov decision processes with average cost. Zbl 1001.93091
Abounadi, J.; Bertsekas, D.; Borkar, V. S.
2001
Adaptive control of Markov chains. I: Finite parameter set. Zbl 0416.93065
Borkar, V.; Varaiya, P.
1979
McKean-Vlasov limit in portfolio optimization. Zbl 1232.91607
Borkar, V. S.; Kumar, K. Suresh
2010
Ergodic control of multidimensional diffusions. I. The existence results. Zbl 0646.93068
Borkar, Vivek S.; Ghosh, Mrinal K.
1988
White-noise representations in stochastic realization theory. Zbl 0788.93081
Borkar, Vivek S.
1993
Risk-sensitive control with near monotone cost. Zbl 1214.93119
Biswas, Anup; Borkar, V. S.; Suresh Kumar, K.
2010
Ergodic control of multidimensional diffusions. II: Adaptive control. Zbl 0691.93027
Borkar, Vivek S.; Ghosh, Mrinal K.
1990
Uniform recurrence properties of controlled diffusions and applications to optimal control. Zbl 1210.93079
Arapostathis, Ari; Borkar, Vivek S.
2010
Parameter identification in infinite dimensional linear systems. Zbl 0541.93072
Bagchi, Arunabha; Borkar, Vivek
1984
An actor-critic algorithm for constrained Markov decision processes. Zbl 1129.90322
Borkar, V. S.
2005
Ergodic control for constrained diffusions: Characterization using HJB equations. Zbl 1101.93082
Borkar, Vivek; Budhiraja, Amarjit
2005
Ergodic control of Markov chains with constraints – the general case. Zbl 0795.93100
Borkar, Vivek S.
1994
Identification and adaptive control of Markov chains. Zbl 0491.93063
Borkar, Vivek; Varaiya, Pravin
1982
Average cost dynamic programming equations for controlled Markov chains with partial observations. Zbl 1011.93110
Borkar, V. S.
2000
Ergodic control of degenerate diffusions. Zbl 0872.93079
Basak, Gopal K.; Borkar, Vivek S.; Ghosh, Mrinal K.
1997
A unified framework for hybrid control. Zbl 0925.93019
Branicky, Michael S.; Borkar, Vivek S.; Mitter, Sanjoy K.
1994
A remark on the attainable distributions of controlled diffusions. Zbl 0599.93067
Borkar, Vivek S.
1986
A variational formula for risk-sensitive reward. Zbl 1361.93065
Anantharam, V.; Borkar, V. S.
2017
Risk-sensitive control and an abstract Collatz-Wielandt formula. Zbl 1360.60149
Arapostathis, Ari; Borkar, Vivek S.; Kumar, K. Suresh
2016
Adaptive importance sampling technique for Markov chains using stochastic approximation. Zbl 1167.60343
Ahamed, T. P. I.; Borkar, V. S.; Juneja, S.
2006
A note on stochastic dissipativeness. Zbl 1059.93132
Borkar, Vivek S.; Mitter, Sanjoy K.
2003
The value function in ergodic control of diffusion processes with partial observations. Zbl 0947.93038
Borkar, V. S.
1999
Denumerable state stochastic games with limiting average payoff. Zbl 0797.90128
Borkar, V. S.; Ghosh, M. K.
1993
A topology for Markov controls. Zbl 0682.60031
Borkar, Vivek S.
1989
Evolution of interacting particles in a Brownian medium. Zbl 0567.60099
Borkar, Vivek S.
1984
A learning algorithm for risk-sensitive cost. Zbl 1217.93188
Basu, Arnab; Bhattacharyya, Tirthankar; Borkar, Vivek S.
2008
Dynamic programming for ergodic control with partial observations. Zbl 1075.60522
Borkar, V. S.
2003
Stochastic approximation for nonexpansive maps: application to Q-learning algorithms. Zbl 1063.62567
Abounadi, Jinane; Bertsekas, Dimitri P.; Borkar, Vivek
2002
A two timescale stochastic approximation scheme for simulation-based parametric optimization. Zbl 0982.93072
Bhatnagar, Shalabh; Borkar, Vivek S.
1998
Control of Markov chains with long-run average cost criterion. Zbl 0663.93078
Borkar, Vivek S.
1988
A new Markov selection procedure for degenerate diffusions. Zbl 1214.60022
Borkar, V. S.; Suresh Kumar, K.
2010
On existence of limit occupational measures set of a controlled stochastic differential equation. Zbl 1109.93033
2005
$$Q$$-learning for risk-sensitive control. Zbl 1082.90576
Borkar, V. S.
2002
Ergodic and adaptive control of nearest-neighbor motions. Zbl 0736.93078
Borkar, Vivek S.; Ghosh, Mrinal K.
1991
Controlled diffusions with constraints. Zbl 0746.60078
Borkar, Vivek S.; Ghosh, Mrinal K.
1990
A relative value iteration algorithm for nondegenerate controlled diffusions. Zbl 1252.93125
Arapostathis, Ari; Borkar, Vivek S.
2012
On the Hamiltonicity gap and doubly stochastic matrices. Zbl 1208.05069
Borkar, Vivek S.; Ejov, Vladimir; Filar, Jerzy A.
2009
Singular perturbations in ergodic control of diffusions. Zbl 1143.93024
2007
A further remark on dynamic programming for partially observed Markov processes. Zbl 1114.93098
Borkar, Vivek S.; Budhiraja, Amarjit
2004
Performance analysis conditioned on rare events: an adaptive simulation scheme. Zbl 1087.94014
Borkar, V. S.; Juneja, S.; Kherani, A. A.
2003
Optimal control of a stochastic hybrid system with discounted cost. Zbl 1009.49019
Borkar, V. S.; Ghosh, M. K.; Sahay, P.
1999
The Kumar-Becker-Lin scheme revisited. Zbl 0682.93060
Borkar, V. S.
1990
Controlled Markov chains with constraints. Zbl 1075.93546
Borkar, Vivek
1990
Convergence of the relative value iteration for the ergodic control problem of nondegenerate diffusions under near-monotone costs. Zbl 1292.93138
Arapostathis, Ari; Borkar, Vivek S.; Kumar, K. Suresh
2014
Asymptotics of the invariant measure in mean field models with jumps. Zbl 1296.60258
2012
Quasi-stationary distributions as centrality measures for the giant strongly connected component of a reducible graph. Zbl 1215.05153
Avrachenkov, Konstantin; Borkar, Vivek; Nemirovsky, Danil
2010
Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view. Zbl 1175.93209
Biswas, Anup; Borkar, Vivek S.
2009
Markov control problems under communication constraints. Zbl 1038.93086
Borkar, V. S.; Mitter, Sanjoy; Tatikonda, Sekhar
2001
Optimal sequential vector quantization of Markov sources. Zbl 1009.90127
Borkar, Vivek S.; Mitter, Sanjoy K.; Tatikonda, Sekhar
2001
Ergodic control of partially observed Markov chains. Zbl 0909.93078
Borkar, Vivek S.
1998
On extremal solutions to stochastic control problems. Zbl 0752.93077
Borkar, Vivek S.
1991
Controlled diffusions with boundary-crossing costs. Zbl 0644.60080
Borkar, Vivek S.
1988
Nonlinear gossip. Zbl 1344.68274
Mathkar, Adwaitvedant S.; Borkar, Vivek S.
2016
Relative value iteration for stochastic differential games. Zbl 1304.91035
Arapostathis, Ari; Borkar, Vivek S.; Kumar, K. Suresh
2013
Stochastic approximation with long range dependent and heavy tailed noise. Zbl 1275.60053
Anantharam, V.; Borkar, V. S.
2012
Hamiltonian cycle problem and Markov chains. Zbl 1246.90001
Borkar, Vivek S.; Ejov, Vladimir; Filar, Jerzy A.; Nguyen, Giang T.
2012
Erratum to: Risk-sensitive control with near monotone cost. Zbl 1207.49030
Biswas, Anup; Borkar, V. S.; Suresh Kumar, K.
2010
Cooperative dynamics and Wardrop equilibria. Zbl 1156.91325
Borkar, Vivek S.
2009
Ergodic control of diffusion processes. Zbl 1108.93076
Borkar, Vivek S.
2006
Stochastic approximation with ‘controlled Markov’ noise. Zbl 1129.62407
Borkar, Vivek S.
2006
On de Finetti coherence and Kolmogorov probability. Zbl 1081.28004
Borkar, V. S.; Konda, V. R.; Mitter, S. K.
2004
Dynamic Cesàro-Wardrop equilibration in networks. Zbl 1364.90081
Borkar, Vivek S.; Kumar, P. R.
2003
Reinforcement learning in Markovian evolutionary games. Zbl 1053.91022
Borkar, V. S.
2002
A sensitivity formula for risk-sensitive cost and the actor-critic algorithm. Zbl 0987.93080
Borkar, V. S.
2001
Stochastic approximation algorithms: overview and recent trends. Zbl 1075.62608
Bharath, B.; Borkar, V. S.
1999
Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost. Zbl 0992.93086
Borkar, V. S.; Mundra, S. M.
1998
Errata corrige to: Stochastic differential games: Occupation measure based approach. Zbl 0845.90138
Borkar, V. S.; Ghosh, M. K.
1996
Managing interprocessor delays in distributed recursive algorithms. Zbl 1012.65509
Borkar, V. S.; Phansalkar, V. V.
1994
A remark on control of partially observed Markov chains. Zbl 0722.93082
Borkar, Vivek S.
1991
Self-tuning control of diffusions without the identifiability condition. Zbl 0697.93036
Borkar, V. S.
1991
Mimicking finite dimensional marginals of a controlled diffusion by simpler controls. Zbl 0669.60057
Borkar, Vivek S.
1989
A note on controlled diffusions on line with time-averaged cost. Zbl 0534.93072
Borkar, Vivek S.
1984
Existence of optimal controls for partially observed diffusions. Zbl 0571.60054
Borkar, Vivek S.
1983
A variational characterization of the risk-sensitive average reward for controlled diffusions on $$\mathbb{R}^d$$. Zbl 1457.60122
Arapostathis, Ari; Biswas, Anup; Borkar, Vivek S.; Kumar, K. Suresh
2020
Linear programming formulation of long-run average optimal control problem. Zbl 1417.49028
2019
A variational characterization of the risk-sensitive average reward for controlled diffusions on $$\mathbb{R}^d$$. Zbl 1457.60122
Arapostathis, Ari; Biswas, Anup; Borkar, Vivek S.; Kumar, K. Suresh
2020
Linear programming formulation of long-run average optimal control problem. Zbl 1417.49028
2019
Metastability in stochastic replicator dynamics. Zbl 1429.91044
Avrachenkov, Konstantin; Borkar, Vivek S.
2019
Aerial monitoring of slow moving convoys using elliptical orbits. Zbl 1412.93004
Borkar, Aseem V.; Borkar, Vivek S.; Sinha, Arpita
2019
Controlled equilibrium selection in stochastically perturbed dynamics. Zbl 1408.35232
Arapostathis, Ari; Biswas, Anup; Borkar, Vivek S.
2018
Classical Zariski topology on prime spectrum of lattice modules. Zbl 1438.06022
Borkar, V.; Girase, P.; Phadatare, N.
2018
Opportunistic scheduling as restless bandits. Zbl 07045049
Borkar, Vivek S.; Kasbekar, Gaurav S.; Pattathil, Sarath; Shetty, Priyesh Y.
2018
Whittle index policy for crawling ephemeral content. Zbl 06995919
Avrachenkov, Konstantin E.; Borkar, Vivek S.
2018
A variational formula for risk-sensitive reward. Zbl 1361.93065
Anantharam, V.; Borkar, V. S.
2017
Approachability in Stackelberg stochastic games with vector costs. Zbl 1391.91029
Kalathil, Dileep; Borkar, Vivek S.; Jain, Rahul
2017
A distributed Boyle-Dykstra-Han scheme. Zbl 1370.90178
Phade, Soham R.; Borkar, Vivek S.
2017
Whittle index for partially observed binary Markov decision processes. Zbl 1390.90557
Borkar, Vivek S.
2017
An index policy for dynamic pricing in cloud computing under price commitments. Zbl 1375.90300
Borkar, V. S.; Ravikumar, K.; Saboo, Krishnakant
2017
A correction to “A relative value iteration algorithm for nondegenerate controlled diffusions”. Zbl 1365.93536
Arapostathis, Ari; Borkar, Vivek S.
2017
Risk-sensitive control and an abstract Collatz-Wielandt formula. Zbl 1360.60149
Arapostathis, Ari; Borkar, Vivek S.; Kumar, K. Suresh
2016
Nonlinear gossip. Zbl 1344.68274
Mathkar, Adwaitvedant S.; Borkar, Vivek S.
2016
Distributed and asynchronous methods for semi-supervised learning. Zbl 1398.68429
Avrachenkov, Konstantin; Borkar, Vivek S.; Saboo, Krishnakant
2016
Convergence of the relative value iteration for the ergodic control problem of nondegenerate diffusions under near-monotone costs. Zbl 1292.93138
Arapostathis, Ari; Borkar, Vivek S.; Kumar, K. Suresh
2014
Risk-constrained Markov decision processes. Zbl 1360.90272
Borkar, Vivek; Jain, Rahul
2014
Small noise large time asymptotics for the normalized Feynman-Kac semigroup. Zbl 1330.93237
Borkar, Vivek S.; Kumar, K. Suresh
2014
Relative value iteration for stochastic differential games. Zbl 1304.91035
Arapostathis, Ari; Borkar, Vivek S.; Kumar, K. Suresh
2013
Markov chains, Hamiltonian cycles and volumes of convex bodies. Zbl 1268.90113
Borkar, Vivek S.; Filar, Jerzy A.
2013
Ergodic control of diffusion processes. Zbl 1236.93137
Arapostathis, Ari; Borkar, Vivek S.; Ghosh, Mrinal K.
2012
A relative value iteration algorithm for nondegenerate controlled diffusions. Zbl 1252.93125
Arapostathis, Ari; Borkar, Vivek S.
2012
Asymptotics of the invariant measure in mean field models with jumps. Zbl 1296.60258
2012
Stochastic approximation with long range dependent and heavy tailed noise. Zbl 1275.60053
Anantharam, V.; Borkar, V. S.
2012
Hamiltonian cycle problem and Markov chains. Zbl 1246.90001
Borkar, Vivek S.; Ejov, Vladimir; Filar, Jerzy A.; Nguyen, Giang T.
2012
Oja’s algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control. Zbl 1310.93049
Borkar, V.; Meyn, S. P.
2012
McKean-Vlasov limit in portfolio optimization. Zbl 1232.91607
Borkar, V. S.; Kumar, K. Suresh
2010
Risk-sensitive control with near monotone cost. Zbl 1214.93119
Biswas, Anup; Borkar, V. S.; Suresh Kumar, K.
2010
Uniform recurrence properties of controlled diffusions and applications to optimal control. Zbl 1210.93079
Arapostathis, Ari; Borkar, Vivek S.
2010
A new Markov selection procedure for degenerate diffusions. Zbl 1214.60022
Borkar, V. S.; Suresh Kumar, K.
2010
Quasi-stationary distributions as centrality measures for the giant strongly connected component of a reducible graph. Zbl 1215.05153
Avrachenkov, Konstantin; Borkar, Vivek; Nemirovsky, Danil
2010
Erratum to: Risk-sensitive control with near monotone cost. Zbl 1207.49030
Biswas, Anup; Borkar, V. S.; Suresh Kumar, K.
2010
On a controlled eigenvalue problem. Zbl 1218.49006
Biswas, Anup; Borkar, Vivek S.
2010
Singular perturbations in risk-sensitive stochastic control. Zbl 1203.93207
Borkar, V. S.; Kumar, K. Suresh
2010
Erratum to: Risk-sensitive control with near monotone cost. Zbl 1214.93120
Biswas, Anup; Borkar, V. S.; Suresh Kumar, K.
2010
On the Hamiltonicity gap and doubly stochastic matrices. Zbl 1208.05069
Borkar, Vivek S.; Ejov, Vladimir; Filar, Jerzy A.
2009
Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view. Zbl 1175.93209
Biswas, Anup; Borkar, Vivek S.
2009
Cooperative dynamics and Wardrop equilibria. Zbl 1156.91325
Borkar, Vivek S.
2009
A new learning algorithm for optimal stopping. Zbl 1168.91356
Borkar, Vivek S.; Pinto, Jervis; Prabhu, Tarun
2009
Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space. Zbl 1192.90133
Kulkarni, Ankur A.; Borkar, Vivek S.
2009
Stochastic approximation. A dynamical systems viewpoint. Zbl 1181.62119
Borkar, Vivek S.
2008
Stochastic approximation. A dynamical systems viewpoint. Zbl 1159.60002
Borkar, Vivek S.
2008
A learning algorithm for risk-sensitive cost. Zbl 1217.93188
Basu, Arnab; Bhattacharyya, Tirthankar; Borkar, Vivek S.
2008
Structural properties of optimal transmission policies over a randomly varying channel. Zbl 1367.90110
Agarwal, Mukul; Borkar, Vivek S.; Karandikar, Abhay
2008
A note on linear function approximation using random projections. Zbl 1153.93037
Barman, Kishor; Borkar, Vivek S.
2008
Stochastic control with imperfect models. Zbl 1161.93027
Basu, Arnab; Borkar, Vivek S.
2008
Averaging of singularly perturbed controlled stochastic differential equations. Zbl 1139.93022
2007
Singular perturbations in ergodic control of diffusions. Zbl 1143.93024
2007
Common randomness and distributed control: A counterexample. Zbl 1118.93053
Anantharam, Venkat; Borkar, Vivek
2007
Some examples of stochastic approximation in communications. Zbl 1181.68065
Borkar, Vivek S.
2007
Dynamic programming for ergodic control of Markov chains under partial observations: A correction. Zbl 1126.93435
Borkar, Vivek S.
2007
Adaptive importance sampling technique for Markov chains using stochastic approximation. Zbl 1167.60343
Ahamed, T. P. I.; Borkar, V. S.; Juneja, S.
2006
Ergodic control of diffusion processes. Zbl 1108.93076
Borkar, Vivek S.
2006
Stochastic approximation with ‘controlled Markov’ noise. Zbl 1129.62407
Borkar, Vivek S.
2006
Controlled diffusion processes. Zbl 1189.93143
Borkar, Vivek S.
2005
An actor-critic algorithm for constrained Markov decision processes. Zbl 1129.90322
Borkar, V. S.
2005
Ergodic control for constrained diffusions: Characterization using HJB equations. Zbl 1101.93082
Borkar, Vivek; Budhiraja, Amarjit
2005
On existence of limit occupational measures set of a controlled stochastic differential equation. Zbl 1109.93033
2005
Correction to: “Transmission rate control over randomly varying channels”. Zbl 1336.90102
2005
Network pricing for QoS: a ‘regulation’ approach. Zbl 1127.90319
Garg, Dinesh; Borkar, Vivek S.; Manjunath, D.
2005
A further remark on dynamic programming for partially observed Markov processes. Zbl 1114.93098
Borkar, Vivek S.; Budhiraja, Amarjit
2004
On de Finetti coherence and Kolmogorov probability. Zbl 1081.28004
Borkar, V. S.; Konda, V. R.; Mitter, S. K.
2004
Charge-based control of DiffServ-like queues. Zbl 1076.90012
Borkar, Vivek S.; Manjunath, D.
2004
A note on stochastic dissipativeness. Zbl 1059.93132
Borkar, Vivek S.; Mitter, Sanjoy K.
2003
Dynamic programming for ergodic control with partial observations. Zbl 1075.60522
Borkar, V. S.
2003
Performance analysis conditioned on rare events: an adaptive simulation scheme. Zbl 1087.94014
Borkar, V. S.; Juneja, S.; Kherani, A. A.
2003
Dynamic Cesàro-Wardrop equilibration in networks. Zbl 1364.90081
Borkar, Vivek S.; Kumar, P. R.
2003
Avoidance of traps in stochastic approximation. Zbl 1157.62479
Borkar, V. S.
2003
Ergodic control of partially degenerate diffusions in a compact domain. Zbl 1046.93048
Borkar, Vivek S.; Ghosh, Mrinal K.
2003
Risk-sensitive optimal control for Markov decision processes with monotone cost. Zbl 1082.90577
Borkar, V. S.; Meyn, S. P.
2002
Convex analytic methods in Markov decision processes. Zbl 1003.90048
Borkar, Vivek S.
2002
Stochastic approximation for nonexpansive maps: application to Q-learning algorithms. Zbl 1063.62567
Abounadi, Jinane; Bertsekas, Dimitri P.; Borkar, Vivek
2002
$$Q$$-learning for risk-sensitive control. Zbl 1082.90576
Borkar, V. S.
2002
Reinforcement learning in Markovian evolutionary games. Zbl 1053.91022
Borkar, V. S.
2002
On the lock-in probability of stochastic approximation. Zbl 0988.62052
Borkar, V. S.
2002
The value function in ergodic control of diffusion processes with partial observations. II. Zbl 1047.93555
Borkar, Vivek S.
2002
Distributed asynchronous incremental subgradient methods. Zbl 0997.90102
Nedić, A.; Bertsekas, D. P.; Borkar, V. S.
2001
Learning algorithms for Markov decision processes with average cost. Zbl 1001.93091
Abounadi, J.; Bertsekas, D.; Borkar, V. S.
2001
Markov control problems under communication constraints. Zbl 1038.93086
Borkar, V. S.; Mitter, Sanjoy; Tatikonda, Sekhar
2001
Optimal sequential vector quantization of Markov sources. Zbl 1009.90127
Borkar, Vivek S.; Mitter, Sanjoy K.; Tatikonda, Sekhar
2001
A sensitivity formula for risk-sensitive cost and the actor-critic algorithm. Zbl 0987.93080
Borkar, V. S.
2001
The O. D. E. method for convergence of stochastic approximation and reinforcement learning. Zbl 0990.62071
Borkar, V. S.; Meyn, S. P.
2000
Average cost dynamic programming equations for controlled Markov chains with partial observations. Zbl 1011.93110
Borkar, V. S.
2000
Uniform stability of controlled Markov processes. Zbl 0997.93098
Borkar, Vivek S.
2000
A learning algorithm for discrete-time stochastic control. Zbl 1029.93065
Borkar, V. S.
2000
Sample complexity for Markov chain self-tuner. Zbl 0985.93061
Borkar, V. S.
2000
Actor-critic-type learning algorithms for Markov decision processes. Zbl 0938.93069
Konda, Vijaymohan R.; Borkar, Vivek S.
1999
The value function in ergodic control of diffusion processes with partial observations. Zbl 0947.93038
Borkar, V. S.
1999
Optimal control of a stochastic hybrid system with discounted cost. Zbl 1009.49019
Borkar, V. S.; Ghosh, M. K.; Sahay, P.
1999
Stochastic approximation algorithms: overview and recent trends. Zbl 1075.62608
Bharath, B.; Borkar, V. S.
1999
An analog scheme for fixed-point computation. II: Applications. Zbl 0953.65038
Soumyanath, K.; Borkar, Vivek S.
1999
A strong approximation theorem for stochastic recursive algorithms. Zbl 0949.62071
Borkar, V. S.; Mitter, S. K.
1999
Evolutionary games with two timescales. Zbl 0952.91017
Borkar, Vivek S.; Jain, Sanjay; Rangarajan, Govindan
1999
A unified framework for hybrid control: Model and optimal control theory. Zbl 0951.93002
Branicky, Michael S.; Borkar, Vivek S.; Mitter, Sanjoy K.
1998
Asynchronous stochastic approximations. Zbl 0922.62081
Borkar, Vivek S.
1998
A two timescale stochastic approximation scheme for simulation-based parametric optimization. Zbl 0982.93072
Bhatnagar, Shalabh; Borkar, Vivek S.
1998
Ergodic control of partially observed Markov chains. Zbl 0909.93078
Borkar, Vivek S.
1998
Bayesian parameter estimation and adaptive control of Markov processes with time-averaged cost. Zbl 0992.93086
Borkar, V. S.; Mundra, S. M.
1998
...and 60 more Documents
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#### Cited in 228 Serials

 63 Automatica 63 Systems & Control Letters 54 SIAM Journal on Control and Optimization 37 Journal of Optimization Theory and Applications 35 Journal of Mathematical Analysis and Applications 34 Applied Mathematics and Optimization 22 Stochastic Processes and their Applications 21 The Annals of Applied Probability 20 International Journal of Control 20 Nonlinear Analysis. Hybrid Systems 18 Stochastic Analysis and Applications 17 Automation and Remote Control 17 Mathematical Methods of Operations Research 16 Discrete Event Dynamic Systems 12 Mathematics of Operations Research 12 Annals of Operations Research 12 Mathematical Programming. Series A. Series B 12 SIAM Journal on Optimization 11 Stochastics 10 Journal of Applied Probability 10 Operations Research Letters 10 MCSS. Mathematics of Control, Signals, and Systems 10 Mathematical Problems in Engineering 10 European Journal of Control 9 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 9 Statistics & Probability Letters 9 International Journal of Robust and Nonlinear Control 8 The Annals of Probability 8 Kybernetika 8 European Journal of Operational Research 8 Sādhanā 7 Journal of Statistical Physics 7 Journal of Economic Theory 7 Operations Research 7 Probability Theory and Related Fields 7 Queueing Systems 7 Journal of Computer and Systems Sciences International 7 Dynamic Games and Applications 6 Advances in Applied Probability 6 Stochastics 6 Journal of Global Optimization 6 ZOR. Zeitschrift für Operations Research 6 Discrete and Continuous Dynamical Systems 6 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 6 Stochastic Systems 5 Journal of Differential Equations 5 Journal of Functional Analysis 5 Acta Applicandae Mathematicae 5 Stochastics and Stochastics Reports 5 Abstract and Applied Analysis 5 Journal of Dynamics and Games 4 Computers & Mathematics with Applications 4 Indian Journal of Pure & Applied Mathematics 4 Journal of the Franklin Institute 4 Applied Mathematics and Computation 4 Journal of Information & Optimization Sciences 4 Machine Learning 4 Applied Mathematical Modelling 4 Probability in the Engineering and Informational Sciences 4 Asian Journal of Control 3 Artificial Intelligence 3 Journal of Computational and Applied Mathematics 3 Theoretical Computer Science 3 Transactions of the American Mathematical Society 3 Circuits, Systems, and Signal Processing 3 Journal of Theoretical Probability 3 Mathematical and Computer Modelling 3 Communications in Partial Differential Equations 3 Linear Algebra and its Applications 3 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 3 Journal of Dynamics and Differential Equations 3 Applicationes Mathematicae 3 Top 3 NoDEA. Nonlinear Differential Equations and Applications 3 Doklady Mathematics 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Differential Equations 3 Journal of Machine Learning Research (JMLR) 3 Mathematical Control and Related Fields 2 Communications in Mathematical Physics 2 International Journal of General Systems 2 Journal of Mathematical Biology 2 Theoretical and Mathematical Physics 2 Journal of Multivariate Analysis 2 Proceedings of the American Mathematical Society 2 Theoretical Population Biology 2 Optimal Control Applications & Methods 2 Physica D 2 Optimization 2 Information and Computation 2 Neural Networks 2 Neural Computation 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Computational Optimization and Applications 2 SIAM Journal on Scientific Computing 2 Theory of Probability and Mathematical Statistics 2 Monte Carlo Methods and Applications 2 Bernoulli 2 ACM Transactions on Modeling and Computer Simulation ...and 128 more Serials
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#### Cited in 39 Fields

 532 Systems theory; control (93-XX) 359 Probability theory and stochastic processes (60-XX) 316 Operations research, mathematical programming (90-XX) 222 Calculus of variations and optimal control; optimization (49-XX) 147 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 89 Statistics (62-XX) 82 Computer science (68-XX) 68 Numerical analysis (65-XX) 58 Partial differential equations (35-XX) 42 Ordinary differential equations (34-XX) 23 Dynamical systems and ergodic theory (37-XX) 20 Biology and other natural sciences (92-XX) 19 Operator theory (47-XX) 18 Information and communication theory, circuits (94-XX) 15 Statistical mechanics, structure of matter (82-XX) 10 Combinatorics (05-XX) 10 Mechanics of particles and systems (70-XX) 9 Measure and integration (28-XX) 8 Linear and multilinear algebra; matrix theory (15-XX) 8 Quantum theory (81-XX) 4 Mathematical logic and foundations (03-XX) 4 Real functions (26-XX) 4 Functional analysis (46-XX) 3 Potential theory (31-XX) 2 Number theory (11-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Mechanics of deformable solids (74-XX) 2 Optics, electromagnetic theory (78-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Category theory; homological algebra (18-XX) 1 Functions of a complex variable (30-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Geometry (51-XX) 1 Convex and discrete geometry (52-XX) 1 Classical thermodynamics, heat transfer (80-XX)

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