Bio

Benjamin Van Roy is a Professor of Electrical Engineering, Management Science and Engineering, and, by courtesy, Computer Science, at Stanford University, where he has served on the faculty since 1998. His research focuses on understanding how an agent interacting with a poorly understood environment can learn over time to make effective decisions. He is interested in questions concerning what is possible or impossible as well as how to design efficient learning algorithms that achieve the possible. His research contributes to the fields of reinforcement learning, online optimization, and approximate dynamic programming, and offers means to addressing central problems of artificial intelligence.

He has graduated fifteen doctoral students, published over forty articles in peer-reviewed journals, and been listed as an inventor in over a dozen patents. He has served on the editorial boards of Machine Learning, Mathematics of Operations Research, and Operations Research, for which he has also served as editor of the Financial Engineering Area. He has also founded and/or led research programs at several technology companies, including Unica (acquired by IBM), Enuvis (acquired by SiRF), and Morgan Stanley.

He received the SB in Computer Science and Engineering and the SM and PhD in Electrical Engineering and Computer Science, all from MIT. He has been a recipient of the MIT George C. Newton Undergraduate Laboratory Project Award, the MIT Morris J. Levin Memorial Master's Thesis Award, the MIT George M. Sprowls Doctoral Dissertation Award, the National Science Foundation CAREER Award, the Stanford Tau Beta Pi Award for Excellence in Undergraduate Teaching, and the Management Science and Engineering Department's Graduate Teaching Award. He is an INFORMS Fellow and has been a Frederick E. Terman Fellow and a David Morgenthaler II Faculty Scholar. He has held visiting positions as the Wolfgang and Helga Gaul Visiting Professor at the University of Karlsruhe and as the Chin Sophonpanich Foundation Professor and the InTouch Professor at Chulalongkorn University.

Academic Appointments

Program Affiliations

  • Institute for Computational and Mathematical Engineering (ICME)

Professional Education

  • BS, Massachusetts Institute of Technology, Computer Science and Engineering (1993)
  • MS, Massachusetts Institute of Technology, Electrical Engineering and Computer Science (1995)
  • PhD, Massachusetts Institute of Technology, Electrical Engineering and Computer Science (1998)

Contact

  • bvr@stanford.edu
    University - Faculty Department: Electrical Engineering Position: Professor
    University - Faculty Department: Management Science and Engineering Position: Professor
    • Packard 274
    • Stanford,  California  94305 

Additional Info

  • Mail Code: 4026

2018-19 Courses

Stanford Advisees

All Publications

  • Learning to Optimize Via Posterior Sampling. Russo, D., Roy, B., Van
  • Reputation Markets Yan, X., Van Roy, B.
  • Directed Principal Component Analysis. Kao, Y., H., Roy, B., Van
  • Adaptive Execution: Exploration and Learning of Price Impact. Park, B., Roy, B., Van
  • Adaptive Execution: Exploration and Learning of Price Impact OPERATIONS RESEARCH Park, B., Van Roy, B. 2015; 63 (5): 1058-1076

    View details for DOI 10.1287/opre.2015.1415

    View details for Web of Science ID 000364162300005

  • Learning to Optimize via Posterior Sampling MATHEMATICS OF OPERATIONS RESEARCH Russo, D., Van Roy, B. 2014; 39 (4): 1221-1243

    View details for DOI 10.1287/moor.2014.0650

    View details for Web of Science ID 000346130400012

  • Directed Principal Component Analysis OPERATIONS RESEARCH Kao, Y., Van Roy, B. 2014; 62 (4): 957-972

    View details for DOI 10.1287/opre.2014.1290

    View details for Web of Science ID 000343248400016

  • Learning a factor model via regularized PCA MACHINE LEARNING Kao, Y., Van Roy, B. 2013; 91 (3): 279-303

    View details for DOI 10.1007/s10994-013-5345-8

    View details for Web of Science ID 000319466900001

  • Eluder Dimension and the Sample Complexity of Optimistic Exploration to appear in NIPS. Russo, D., Roy, B., Van 2013
  • Efficient Exploration and Value Function Generalization in Deterministic Systems abridged version to appear in NIPS. Wen, Z., Roy, B., Van 2013
  • (More) Efficient Reinforcement Learning via Posterior Sampling to appear in NIPS. Osband, I., Russo, D., Roy, B., Van 2013
  • Strategic execution in the presence of an uninformed arbitrageur JOURNAL OF FINANCIAL MARKETS Moallemi, C. C., Park, B., Van Roy, B. 2012; 15 (4): 361-391

    View details for DOI 10.1016/j.finmar.2011.11.002

    View details for Web of Science ID 000307610500001

  • Intermediated Blind Portfolio Auctions MANAGEMENT SCIENCE Padilla, M., Van Roy, B. 2012; 58 (9): 1747-1760

    View details for DOI 10.1287/mnsc.1120.1521

    View details for Web of Science ID 000308803100010

  • Portfolio selection with qualitative input JOURNAL OF BANKING & FINANCE Chiarawongse, A., Kiatsupaibul, S., Tirapat, S., Van Roy, B. 2012; 36 (2): 489-496

    View details for DOI 10.1016/j.jbankfin.2011.08.005

    View details for Web of Science ID 000300592600014

  • Efficient Reinforcement Learning for High Dimensional Linear Systems Advances in Neural Information Processing Systems 25 Ibrahimi, M., Javanmard, A., Roy, B., Van MIT Press. 2012
  • Approximate Dynamic Programming for Optimizing Oil Production Chapter 25 in Reinforcement Learning and Approximate Dynamic Programming for Feedback Control Wen, Z., Durlofsky, L., J., Roy, B., Van, Aziz, K. edited by Lewis, F., L., Liu, D. Wiley-IEEE Press. 2012
  • Industry dynamics: Foundations for models with an infinite number of firms JOURNAL OF ECONOMIC THEORY Weintraub, G. Y., Benkard, C. L., Van Roy, B. 2011; 146 (5): 1965-1994

    View details for DOI 10.1016/j.jet.2011.05.007

    View details for Web of Science ID 000295755400009

  • Resource Allocation via Message Passing INFORMS JOURNAL ON COMPUTING Moallemi, C. C., Van Roy, B. 2011; 23 (2): 205-219

    View details for DOI 10.1287/ijoc.1100.0395

    View details for Web of Science ID 000290248600004

  • Control of Diffusions via Linear Programming in Stochastic Programming: The State of the Art, in Honor of George B. Dantzig Han, J., Van Roy, B. Springer. 2011: 329–354
  • Use of Approximate Dynamic Programming for Production Optimization Wen, Z., Durlofsky, L., J., Roy, B., Van, Aziz, K. 2011
  • Manipulation Robustness of Collaborative Filtering MANAGEMENT SCIENCE Van Roy, B., Yan, X. 2010; 56 (11): 1911-1929

    View details for DOI 10.1287/mnsc.1100.1232

    View details for Web of Science ID 000284151200003

  • Investment and Market Structure in Industries with Congestion OPERATIONS RESEARCH Johari, R., Weintraub, G. Y., Van Roy, B. 2010; 58 (5): 1303-1317

    View details for DOI 10.1287/opre.1100.0827

    View details for Web of Science ID 000283244800003

  • On Regression-Based Stopping Times DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS Van Roy, B. 2010; 20 (3): 307-324

    View details for DOI 10.1007/s10626-009-0062-y

    View details for Web of Science ID 000278179400001

  • Computational Methods for Oblivious Equilibrium OPERATIONS RESEARCH Weintraub, G. Y., Benkard, C. L., Van Roy, B. 2010; 58 (4): 1247-1265

    View details for DOI 10.1287/opre.1090.0790

    View details for Web of Science ID 000280789200017

  • Universal Reinforcement Learning IEEE TRANSACTIONS ON INFORMATION THEORY Farias, V. F., Moallemi, C. C., Van Roy, B., Weissman, T. 2010; 56 (5): 2441-2454

    View details for DOI 10.1109/TIT.2010.2043762

    View details for Web of Science ID 000278067900026

  • Convergence of Min-Sum Message-Passing for Convex Optimization IEEE TRANSACTIONS ON INFORMATION THEORY Moallemi, C. C., Van Roy, B. 2010; 56 (4): 2041-2050

    View details for DOI 10.1109/TIT.2010.2040863

    View details for Web of Science ID 000275999500043

  • Dynamic Pricing with a Prior on Market Response OPERATIONS RESEARCH Farias, V. F., Van Roy, B. 2010; 58 (1): 16-29

    View details for DOI 10.1287/opre.1090.0729

    View details for Web of Science ID 000274433100002

  • Convergence of the Min-Sum Algorithm for Convex Optimization IEEE Transactions on Information Theory Moallemi, C., C., Roy, B., Van 2010; 56 (4): 2041-2050
  • Convergence of Min-Sum Message Passing for Quadratic Optimization IEEE TRANSACTIONS ON INFORMATION THEORY Moallemi, C. C., Van Roy, B. 2009; 55 (5): 2413-2423

    View details for DOI 10.1109/TIT.2009.2016055

    View details for Web of Science ID 000265713000036

  • Directed Regression Advances in Neural Information Processing Systems 22 Kao, Y., H., Van Roy, B. MIT Press. 2009: 889–897
  • Manipulation-Resistant Collaborative Filtering Systems Roy, B., Van, Yan, X. 2009
  • Markov Perfect Industry Dynamics With Many Firms ECONOMETRICA Weintraub, G. Y., Benkard, C. L., Van Roy, B. 2008; 76 (6): 1375-1411

    View details for DOI 10.3982/ECTA6158

    View details for Web of Science ID 000261055400005

  • Capacity of the trapdoor channel with feedback IEEE International Symposium on Information Theory Permuter, H., Cuff, P., Van Roy, B., Weissman, T. IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC. 2008: 3150–65

    View details for DOI 10.1109/TIT.2008.924681

    View details for Web of Science ID 000257111500021

  • Approximate and Data-Driven Dynamic Programming for Queueing Networks Moallemi, C., C., Kumar, S., Van Roy, B. 2008
  • A short proof of optimality for the MIN cache replacement algorithm INFORMATION PROCESSING LETTERS Van Roy, B. 2007; 102 (2-3): 72-73

    View details for DOI 10.1016/j.ipl.2006.11.009

    View details for Web of Science ID 000244994100006

  • Managing the quality of a resource with stock and flow controls JOURNAL OF PUBLIC ECONOMICS Keohane, N., Van Roy, B., Zeckhauser, R. 2007; 91 (3-4): 541-569

    View details for DOI 10.1016/j.jpubeco.2006.06.003

    View details for Web of Science ID 000244989300007

  • Capacity and zero-error capacity of the chemical channel with feedback IEEE International Symposium on Information Theory Permuter, H., Cuff, P., Van Roy, B., Weissman, T. IEEE. 2007: 1866–1870

    View details for Web of Science ID 000257010202035

  • An Approximate Dynamic Programming Approach to Network Revenue Management Farias, V., F., Van Roy, B. 2007
  • Consensus propagation 19th Annual Conference on Neural Information Processing Systems (NIPS 05) Moallemi, C. C., Van Roy, B. IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC. 2006: 4753–66

    View details for DOI 10.1109/TIT.2006.883539

    View details for Web of Science ID 000241805700001

  • A cost-shaping linear program for average-cost approximate dynamic programming with performance guarantees MATHEMATICS OF OPERATIONS RESEARCH de Farias, D. P., Van Roy, B. 2006; 31 (3): 597-620

    View details for DOI 10.1287/moor.1060.0208

    View details for Web of Science ID 000240245200010

  • Performance loss bounds for approximate value iteration with state aggregation MATHEMATICS OF OPERATIONS RESEARCH Van Roy, B. 2006; 31 (2): 234-244

    View details for DOI 10.1287/moor.1060.0188

    View details for Web of Science ID 000244423300002

  • A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS Choi, D., Van Roy, B. 2006; 16 (2): 207-239

    View details for DOI 10.1007/s10626-006-8134-8

    View details for Web of Science ID 000237701200002

  • Approximation algorithms for dynamic resource allocation OPERATIONS RESEARCH LETTERS Farias, V. F., Van Roy, B. 2006; 34 (2): 180-190

    View details for DOI 10.1016/j.orl.2005.02.006

    View details for Web of Science ID 000234783800009

  • A nonparametric approach to multiproduct pricing OPERATIONS RESEARCH Rusmevichientong, P., Van Roy, B., Glynn, P. W. 2006; 54 (1): 82-98

    View details for DOI 10.1287/opre.1050.0252

    View details for Web of Science ID 000235596200008

  • Tetris: A Study of Randomized Constraint Sampling in Probabilistic and Randomized Methods for Design Under Uncertainty Farias, V., F., Van Roy, B. edited by Calafiore, G., Dabbene, F. Springer-Verlag. 2006
  • Opportunities and Challenges in Using Online Preference Data for Vehicle Pricing: A Case Study at General Motors Journal of Revenue and Pricing Management Rusmevichientong, P., Salisbury, J., A., Truss, L., T., Roy, B., Van, Glynn, P., W. 2006; 5 (1): 45-61
  • Consensus Propagation Advances in Neural Information Processing Systems 18 Moallemi, C., C., Van Roy, B. MIT Press. 2006
  • TD(0) Leads to Better Policies than Approximate Value Iteration Advances in Neural Information Processing Systems 18 Roy, B., Van MIT Press. 2006
  • Oblivious Equilibrium: A Mean Field Approximation for Large Scale Dynamic Games Advances in Neural Information Processing Systems 18 Weintraub, G., Y., Benkard, C., L., Roy, B., Van 2006
  • A Generalized Kalman Filter for Fixed Point Approximation and Efficient Temporal-Difference Learning Discrete Event Dynamic Systems Choi, D., S., Van Roy, B. 2006; 16 (2)
  • A Non-Parametric Approach to Multi-Product Pricing Operations Research Rusmevichientong, P., Van Roy, B., Glynn, P., W. 2006; 54 (1): 82-98
  • An approximate dynamic programming approach to decentralized control of stochastic systems Workshop on Control of Uncertain Systems Cogill, R., Rotkowitz, M., Van Roy, B., Lall, S. SPRINGER-VERLAG BERLIN. 2006: 243–256

    View details for Web of Science ID 000236901900013

  • A universal scheme for learning IEEE International Symposium on Information Theory and Its Applications Farias, V. F., Moallemi, C. C., Van Roy, B., Weissman, T. IEEE. 2005: 1158–1162

    View details for Web of Science ID 000234713800244

  • Solitaire: Man Versus Machine Advances in Neural Information Processing Systems 17 Yan, X., Diaconis, P., Rusmevichientong, P., Roy, B., Van MIT Press. 2005
  • A Linear Program for Bellman Error Minimization with Performance Guarantees Advances in Neural Information Processing Systems 17 de Farias, D., P., Van Roy, B. MIT Press. 2005
  • On constraint sampling in the linear programming approach to approximate dynamic programming MATHEMATICS OF OPERATIONS RESEARCH de Farias, D. P., Van Roy, B. 2004; 29 (3): 462-478

    View details for Web of Science ID 000224311900003

  • Making eigenvector-based reputation systems robust to collusion 3rd International Workshop on Algorithms and Models for the Web-Graph Zhang, H., Goel, A., Govindan, R., Mason, K., Van Roy, B. SPRINGER-VERLAG BERLIN. 2004: 92–104

    View details for Web of Science ID 000224583300008

  • Approximate Dynamic Programming for High-Dimensional Dynamic Resource Allocation Problems in Handbook of Learning and Approximate Dynamic Programming Powell, W., B., Van Roy, B. edited by Si, J., Barto, A., G., Powell, W., B. Wiley-IEEE Press, Hoboken, NJ. 2004: 261–279
  • An Approximate Dynamic Programming Approach to Decentralized Control of Stochastic Systems Cogill, R., Rotkowitz, M., Roy, B., Van, Lall, S. 2004
  • Distributed optimization in adaptive networks 17th Annual Conference on Neural Information Processing Systems (NIPS) Moallemi, C. C., Van Roy, B. M I T PRESS. 2004: 887–894

    View details for Web of Science ID 000225309500111

  • The linear programming approach to approximate dynamic programming OPERATIONS RESEARCH de Farias, D. P., Van Roy, B. 2003; 51 (6): 850-865

    View details for Web of Science ID 000187176800002

  • Decentralized decision-making in a large team with local information GAMES AND ECONOMIC BEHAVIOR Rusmevichientong, P., Van Roy, B. 2003; 43 (2): 266-295

    View details for DOI 10.1016/S0899-8256(03)00006-X

    View details for Web of Science ID 000182880300006

  • On constraint sampling in the linear programming approach to approximate linear programming 42nd IEEE Conference on Decision and Control de Farias, D. P., Van Roy, B. IEEE. 2003: 2441–2446

    View details for Web of Science ID 000189434100420

  • Decentralized Protocols for Optimization of Sensor Networks Moallemi, C., C., Van Roy, B. 2003
  • Approximate Linear Programming for Average-Cost Dynamic Programming Advances in Neural Information Processing Systems 15 de Farias, D., P., Van Roy, B. MIT Press. 2003
  • Improving Eigenvector-Based Reputation Systems Against Collusion Workshop on Algorithms and Models for the Web Graph Zhang, H., Goel, A., Govindan, R., Mason, K., Roy, B., Van 2003
  • Book Review: Self-Learning Control of Finite Markov Chains, by A. S. Poznyak, K. Najim, and E. Gomez-Ramirez Automatica Roy, B., Van 2003; 39 (2): 373-376
  • On average versus discounted reward temporal-difference learning MACHINE LEARNING Tsitsiklis, J. N., Van Roy, B. 2002; 49 (2-3): 179-191

    View details for Web of Science ID 000173841100005

  • Approximate dynamic programming via linear programming 15th Annual Conference on Neural Information Processing Systems (NIPS) de Farias, D. P., Van Roy, B. M I T PRESS. 2002: 689–695

    View details for Web of Science ID 000180520100086

  • Algorithms for GPS Operation Indoors and Downtown GPS Solutions Agarwal, N., Basch, J., Beckmann, P., Bharti, P., Bloebaum, S., Casadei, S., Van Roy, B. 2002; 6 (3): 149-160
  • Regression methods for pricing complex American-Style options IEEE TRANSACTIONS ON NEURAL NETWORKS Tsitsiklis, J. N., Van Roy, B. 2001; 12 (4): 694-703

    Abstract

    We introduce and analyze a simulation-based approximate dynamic programming method for pricing complex American-style options, with a possibly high-dimensional underlying state space. We work within a finitely parameterized family of approximate value functions, and introduce a variant of value iteration, adapted to this parametric setting. We also introduce a related method which uses a single (parameterized) value function, which is a function of the time-state pair, as opposed to using a separate (independently parameterized) value function for each time. Our methods involve the evaluation of value functions at a finite set, consisting of "representative" elements of the state space. We show that with an arbitrary choice of this set, the approximation error can grow exponentially with the time horizon (time to expiration). On the other hand, if representative states are chosen by simulating the state process using the underlying risk-neutral probability distribution, then the approximation error remains bounded.

    View details for Web of Science ID 000169875300005

    View details for PubMedID 18249905

  • An Analysis of Belief Propagation on the Turbo Decoding Graph with Gaussian Densities IEEE Transactions on Information Theory Rusmevichientong, P., Van Roy, B. 2001; 47 (2): 745-765
  • Neuro-Dynamic Programming: Overview and Recent Trends in Handbook of Markov Decision Processes: Methods and Applications Van Roy, B. edited by Feinberg, E., Shwartz, A. Kluwer. 2001
  • A Generalized Kalman Filter for Fixed Point Approximation and Efficient Temporal-Difference Learning Choi, D., S., Van Roy, B. 2001
  • A Tractable POMDP for a Class of Sequencing Problems Rusmevichientong, P., Van Roy, B. 2001
  • On the existence of fixed points for approximate value iteration and temporal-difference learning JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS de Farias, D. P., Van Roy, B. 2000; 105 (3): 589-608

    View details for Web of Science ID 000088793400007

  • The optimal harvesting of environmental bads 39th IEEE Conference on Decision and Control Keohane, N., Van Roy, B., Zeckhauser, R. IEEE. 2000: 234–239

    View details for Web of Science ID 000172029000044

  • Fixed Points for Approximate Value Iteration and Temporal-Difference Learning de Farias, D., P., Van Roy, B. 2000
  • Approximate value iteration with randomized policies 39th IEEE Conference on Decision and Control de Farias, D. P., Van Roy, B. IEEE. 2000: 3421–3426

    View details for Web of Science ID 000172029000618

  • Temporal-difference learning and applications in finance Computational Finance 1999 Conference Van Roy, B. M I T PRESS. 2000: 447–461

    View details for Web of Science ID 000088555700029

  • Approximate value iteration and temporal-difference learning Symposium on Adaptive Systems for Signal Processing, Communications, and Control (AS-SPCC) de Farias, D. P., Van Roy, B. IEEE. 2000: 48–51

    View details for Web of Science ID 000165737500009

  • An analysis of turbo decoding with Gaussian densities 13th Annual Conference on Neural Information Processing Systems (NIPS) Rusmevichientong, P., Van Roy, B. M I T PRESS. 2000: 575–581

    View details for Web of Science ID 000165048700082

  • Average cost temporal-difference learning AUTOMATICA Tsitsiklis, J. N., Van Roy, B. 1999; 35 (11): 1799-1808

    View details for Web of Science ID 000082939400004

  • Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives IEEE TRANSACTIONS ON AUTOMATIC CONTROL Tsitsiklis, J. N., Van Roy, B. 1999; 44 (10): 1840-1851

    View details for Web of Science ID 000083045600004

  • Optimal Stopping of Markov Processes: Hilbert Space Theory, Approximation Algorithms, and an Application to Pricing High-Dimensional Financial Derivatives IEEE Transactions on Automatic Control Tsitsiklis, J., N., Van Roy, B. 1999; 44 (10): 1840-1851
  • An analysis of temporal-difference learning with function approximation IEEE TRANSACTIONS ON AUTOMATIC CONTROL Tsitsiklis, J. N., VANROY, B. 1997; 42 (5): 674-690

    View details for Web of Science ID A1997WX54900006

  • Neuro-dynamic programming overview and a case study in optimal stopping 36th IEEE Conference on Decision and Control Tsitsiklis, J. N., Van Roy, B. IEEE. 1997: 1181–1186

    View details for Web of Science ID 000072164400233

  • A neuro-dynamic programming approach to retailer inventory management 36th IEEE Conference on Decision and Control Van Roy, B., Bertsekas, D. P., Lee, Y., Tsitsiklis, J. N. IEEE. 1997: 4052–4057

    View details for Web of Science ID 000072164400794

  • Overview of Neuro-Dynamic Programming and a Case Study in Optimal Stopping Tsitsiklis, J., N., Van Roy, B. 1997
  • A Neuro-Dynamic Programming Approach to Retailer Inventory Management Van Roy, B., Bertsekas, D., P., Lee, Y., Tsitsiklis, J., N. 1997
  • Solving Data Mining Problems Through Pattern Recognition Prentice-Hall Kennedy, R., Lee, Y., Roy, B., Van, Reed, C., Lippman, R. 1997
  • Analysis of temporal-difference learning with function approximation 10th Annual Conference on Neural Information Processing Systems (NIPS) Tsitsiklis, J. N., VANROY, B. M I T PRESS. 1997: 1075–1081

    View details for Web of Science ID A1997BH93C00151

  • Average cost temporal-difference learning 36th IEEE Conference on Decision and Control Tsitsiklis, J. N., Van Roy, B. IEEE. 1997: 498–502

    View details for Web of Science ID 000072164400097

  • Approximate solutions to optimal stopping problems 10th Annual Conference on Neural Information Processing Systems (NIPS) Tsitsiklis, J. N., VANROY, B. M I T PRESS. 1997: 1082–1088

    View details for Web of Science ID A1997BH93C00152

  • Feature-based methods for large scale dynamic programming MACHINE LEARNING Tsitsiklis, J. N., VANROY, B. 1996; 22 (1-3): 59-94

    View details for Web of Science ID A1996UA77500005

  • Stable linear approximations to dynamic programming for stochastic control problems with local transitions 9th Annual Conference on Neural Information Processing Systems (NIPS) VANROY, B., Tsitsiklis, J. N. M I T PRESS. 1996: 1045–1051

    View details for Web of Science ID A1996BG45M00147

  • Feature-based methods for large scale dynamic programming 34th IEEE Conference on Decision and Control Tsitsiklis, J. N., VANROY, B. IEEE. 1995: 565–567

    View details for Web of Science ID A1995BE66Q00112

  • Solving Pattern Recognition Problems Unica Kennedy, R., Lee, Y., Reed, C., Van Roy, B. 1995