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Recent Publications (2016 –)

Journal Papers

  1. A.Ramaswamy and S.Bhatnagar, Analysis of Gradient Descent Methods with Non-Diminishing, Bounded Errors, IEEE Transactions on Automatic Control (Accepted), 2017 online pdf arXiv

  2. S.Bhatnagar, S.Patel, and Karmeshu, A Stochastic Approximation Approach to Active Queue Management, Telecommunication Systems (Springer) (Accepted), 2017

  3. Chandrashekar L., S.Bhatnagar, and C.Szepesvari, A Linearly Relaxed Approximate Linear Program for Markov Decision Processes, IEEE Transactions on Automatic Control (Accepted), 2017 arXiv

  4. V.G.Yaji and S.Bhatnagar, Stochastic Recursive Inclusions with Non-Additive Iterate-Dependent Markov Noise, Stochastics (Accepted), 2017 online pdf arXiv

  5. E.Zhou and S.Bhatnagar, Gradient-based Adaptive Stochastic Search for Simulation Optimization over Continuous Space, INFORMS Journal on Computing (Accepted), 2017

  6. P.Karmakar and S.Bhatnagar, Two Time-scale Stochastic Approximation with Controlled Markov noise and Off-policy Temporal Difference Learning, Mathematics of Operations Research (Accepted), 2017 online pdf arXiv

  7. Chandrashekar L. and S.Bhatnagar, A Stability Criterion for Two Timescale Stochastic Approximation Schemes, Automatica, Vol.79, pp.108-114, May 2017 online pdf

  8. L.A.Prashanth, S.Bhatnagar, M.Fu, and S.Marcus, Adaptive system optimization using random directions stochastic approximation, IEEE Transactions on Automatic Control, Vol. 62, Issue 5, pp.2223–2238, 2017 online pdf arXiv

  9. A. Ramaswamy and S.Bhatnagar, A generalization of the Borkar-Meyn theorem for stochastic recursive inclusions, Mathematics of Operations Research (Accepted), 2016 arXiv, online pdf

  10. A. Ramaswamy and S.Bhatnagar, Stochastic recursive inclusion in two timescales with an application to the Lagrangian dual problem, Stochastics, Vol.88, No.8, pp.1173-1187, 2016 online pdf, arXiv

  11. Lakshmanan K. and S.Bhatnagar, Quasi-Newton smoothed functional algorithms for unconstrained and constrained simulation optimization, Computational Optimization and Applications (Springer), Vol.66, No.3, pp.533-556, 2017 online pdf

  12. Karmeshu, S.Patel, and S.Bhatnagar, Adaptive mean queue size and its rate of change: queue management with random dropping, Telecommunication Systems (Springer), Vol.65, Issue 2, pp.281-295, 2017 online pdf

  13. L.A.Prashanth, H.L.Prasad, S.Bhatnagar and P.Chandra, A constrained optimization perspective on actor critic algorithms and application to network routing, Systems and Control Letters, Vol.92, pp.46-51, 2016 online pdf

  14. Prabuchandran K.J., S.Bhatnagar and V.S.Borkar, Actor Critic Algorithms with Online Feature Adaptation, ACM Transactions on Modeling and Computer Simulation, Vol.26, No.4, pp.24:1-24:26, 2016 online pdf

  15. M.S.Abdulla and S.Bhatnagar, Multi-armed bandits based on a variant of simulated annealing, Indian Journal of Pure and Applied Mathematics (Springer), Special Issue in Honour of Prof. Vivek Borkar's 60th Birthday, Vol.47, Issue 2, pp.195-212, 2016 online pdf

  16. S.Bhatnagar and Lakshmanan K., Multiscale Q-learning with Linear Function Approximation, Discrete Event Dynamic Systems, Vol.26, Issue 3, pp.477-509, 2016 online pdf

Preprints Submitted to journals

Our recent lab technical reports can be found at the Stochastic Systems Lab page by clicking on the Research tab. Our recent papers on arXiv can be found here

Proceedings of International Conferences

  1. S.Kumar, Sindhu P.R., Chandrashekar L., P.Parihar, K.Gopinath and S.Bhatnagar, Scalable Performance Tuning of Hadoop MapReduce: A Noisy Gradient Approach, IEEE Cloud, Honolulu, Hawaii, June 25-30, 2017

  2. A.G.Joseph and S.Bhatnagar, A Model based Search Method for Prediction in Model-free Markov Decision Process, Proceedings of International Joint Conference on Neural Networks (IJCNN), Anchorage, Alaska, May 14-19, 2017

  3. A.G.Joseph and S.Bhatnagar, Bounds for Off-policy Prediction in Reinforcement Learning , Proceedings of International Joint Conference on Neural Networks (IJCNN), Anchorage, Alaska, May 14-19, 2017

  4. D.Saikoti Reddy, L.A.Prashanth, and S.Bhatnagar, Improved Hessian estimation for adaptive random directions stochastic approximation, Proceedings of IEEE Conference on Decision and Control (CDC), Las Vegas, NV, Dec 12-14, 2016

  5. A.G.Joseph and S.Bhatnagar, Revisiting the Cross Entropy Method with Applications in Stochastic Global Optimization and RL (Full Paper), Proceedings of European Conference on Artificial Intelligence (ECAI), The Hague, Netherlands, Aug.29-Sep.02, 2016

  6. R.K.Maity, Chandrashekar L., Sindhu P.R., and S.Bhatnagar, Shaping Proto-Value Functions using Rewards (Short Paper), Proceedings of European Conference on Artificial Intelligence (ECAI), The Hague, Netherlands, Aug.29-Sep.02, 2016

  7. A.G.Joseph and S.Bhatnagar, A Randomized Algorithm for Continuous Optimization, Proceedings of Winter Simulation Conference (WSC), Arlington, Virginia, USA, Dec. 11-14, 2016

  8. B.N.Ranganath and S.Bhatnagar, Scalable Focussed Entity Resolution, Proceedings of the International Joint Conference on Neural Networks (IJCNN), IEEE Press, Vancouver, Canada, July 25-29, 2016