Pre-prints

  1. Finite time analysis of temporal difference learning with linear function approximation: Tail averaging and regularisation
    Gandharv Patil, Prashanth L.A., Dheeraj Nagaraj, Doina Precup
    [arxiv], 2022.

  2. Likelihood ratio-based policy gradient methods for distortion risk measures: A non-asymptotic analysis
    N. Vijayan and Prashanth L.A.
    [arxiv], 2021.

  3. Xiaowei Hu, Prashanth L.A., Andras Gyorgy and Csaba Szepesvari, (Bandit) Convex Optimization with Biased Noisy Gradient Oracles, Draft, 2016. [arxiv]

  4. Prashanth L.A., H.L.Prasad and S.Bhatnagar, Actor-Critic Algorithms for Learning Nash Equilibria in N-player General-Sum Games, Draft, 2015. [arxiv]

Books, Surveys, PhD Thesis

  1. Risk-Sensitive Reinforcement Learning via Policy Gradient Search
    Prashanth L.A. and Michael Fu
    Foundations and Trends in Machine Learning, 2022. [arxiv]

  2. A Survey of Risk-Aware Multi-Armed Bandits
    Vincent Y. F. Tan, Prashanth L.A., and Krishna Jagannathan
    International Joint Conference on Artificial Intelligence (IJCAI) (Survey Track), 2022. [longer version]

  3. Stochastic Recursive Algorithms for Optimization: Simultaneous Perturbation Methods
    S.Bhatnagar, H.L.Prasad and Prashanth L.A.
    Lecture Notes in Control and Information Sciences Series, Vol. 434, Springer, ISBN 978-1-4471-4284-3, Edition: 2013, 302 pages.

  4. Resource Allocation for Sequential Decision Making under Uncertainty: Studies in Vehicular Traffic Control, Service Systems, Sensor Networks and Mechanism Design
    Prashanth L.A.
    Indian Institute of Science, 2012 (IEEE ITSS Best Ph.D. Dissertation 2014 - Third Prize). [pdf] [slides for the defense] [slides for plenary talk at IEEE ITSC 2014]

  5. Adaptive feature pursuit: Online adaptation of features in reinforcement learning
    S.Bhatnagar, V.S.Borkar and Prashanth L.A.
    Reinforcement Learning and Approximate Dynamic Programming for Feedback Control (Ed. F. Lewis and D. Liu), IEEE Press Computational Intelligence Series, pp. 517-534, 2012. [pdf]

Journal Papers

  1. A Wasserstein distance approach for concentration of empirical risk estimates
    Prashanth L.A. and Sanjay P. Bhat
    Journal of Machine Learning Research, 2022. [pdf]

  2. Non-asymptotic bounds for stochastic optimization with biased noisy gradient oracles
    Nirav Bhavsar and Prashanth L.A.
    IEEE Transactions on Automatic Control, 2022. [arxiv]

  3. Smoothed functional-based gradient algorithms for off-policy reinforcement learning: A non-asymptotic viewpoint
    N. Vijayan and Prashanth L.A.
    Systems & Control Letters, vol. 155, 2021.

  4. Concentration bounds for temporal difference learning with linear function approximation: The case of batch data and uniform sampling
    Prashanth L.A., Nathaniel Korda and Remi Munos
    Machine Learning, doi:10.1007/s10994-020-05912-5, 2021. [arxiv:1306.2557v5] [Code]

  5. Random directions stochastic approximation with deterministic perturbations
    Prashanth L.A., S.Bhatnagar, Nirav Bhavsar, Michael Fu and Steve Marcus
    IEEE Transactions on Automatic Control, vol. 65, no. 6, pp. 2450-2465, June 2020. [arxiv:1808.02871]

  6. Concentration bounds for empirical conditional value-at-risk: The unbounded case
    Ravi Kumar Kolla, Prashanth L.A., Sanjay P. Bhat, Krishna Jagannathan
    Operations Research Letters, Vol. 47, Issue 1, pp. 16-20, 2019. [arxiv]

  7. Stochastic optimization in a cumulative prospect theory framework
    Jie Cheng, Prashanth L.A., Michael Fu, Steve Marcus and Csaba Szepesvari
    IEEE Transactions on Automatic Control, Vol. 63, No. 9, pp. 2867-2882, 2018. [pdf]

  8. Adaptive system optimization using random directions stochastic approximation
    Prashanth L.A., S.Bhatnagar, Michael Fu and Steve Marcus
    IEEE Transactions on Automatic Control, Vol. 62, Issue 5, pp.2223–2238, 2017. [arXiv (slightly old)]

  9. Variance-Constrained Actor-Critic Algorithms for Discounted and Average Reward MDPs
    Prashanth L.A. and Mohammad Ghavamzadeh
    Machine learning, Vol. 105, No. 3, pp. 367-417, 2016. [arXiv (slightly old)]

  10. A constrained optimization perspective on actor critic algorithms and application to network routing
    Prashanth L.A., H.L.Prasad, S.Bhatnagar and Prakash Chandra
    Systems & Control Letters, Vol.92, pp.46-51, 2016. [arXiv]

  11. Simultaneous Perturbation Methods for Adaptive Labor Staffing in Service Systems
    Prashanth L.A., H.L.Prasad, N.Desai, S.Bhatnagar and G.Dasgupta
    Simulation, Vol 91, Issue 5, pp. 432 - 455, 2015. [arxiv]

  12. Simultaneous Perturbation Newton Algorithms for Simulation Optimization
    S.Bhatnagar and Prashanth L.A.
    Journal of Optimization Theory and Applications, Vol. 164, Issue. 2, pp. 621-643, 2015. [pdf]

  13. Two Timescale Convergent Q-learning for Sleep–Scheduling in Wireless Sensor Networks
    Prashanth L.A., A. Chatterjee and S.Bhatnagar
    Wireless Networks, Vol. 20, Issue. 8, pp. 2589-2604, 2014. [pdf]

  14. Adaptive Smoothed Functional Algorithms for Optimal Staffing Levels in Service Systems
    H.L.Prasad, L.A.Prashanth, S.Bhatnagar and N.Desai
    Service Science (INFORMS), Vol. 5, No. 1, pp. 29-55, 2013. [pdf]

  15. Threshold Tuning using Stochastic Optimization for Graded Signal Control
    Prashanth L.A. and S.Bhatnagar
    IEEE Transactions on Vehicular Technology, Vol. 61, No. 9, pp.3865-3880, 2012. [pdf]

  16. Reinforcement learning with function approximation for traffic signal control
    Prashanth L.A. and S.Bhatnagar
    IEEE Transactions on Intelligent Transportation Systems, Vol. 12, No. 2, pp.412-421, 2011. [pdf]

Proceedings of International Conferences

  1. Estimation of Spectral Risk Measures
    Ajay Kumar Pandey, Prashanth L.A. and Sanjay P. Bhat
    AAAI 2021. [arxiv]

  1. Concentration bounds for CVaR estimation: The cases of light-tailed and heavy-tailed distributions
    Prashanth L.A., Krishna Jagannathan and Ravi Kumar Kolla
    ICML, 2020. [arxiv:1901.00997]

  1. Concentration of risk measures: A Wasserstein distance approach
    Sanjay P. Bhat and Prashanth L.A.
    NeurIPS, 2019. [arxiv] [slides]

  2. Correlated bandits or: How to minimize mean-squared error online
    V.P. Boda and Prashanth L.A.
    ICML, 2019. [arxiv]

  3. Weighted bandits or: How bandits learn distorted values that are not expected
    Aditya Gopalan, Prashanth L.A., Michael Fu and Steve Marcus
    AAAI, 2017. [pdf]

  4. Improved Hessian estimation for adaptive random directions stochastic approximation
    D. Sai Koti Reddy, Prashanth L.A. and S.Bhatnagar
    CDC, 2016.

  5. Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control
    Prashanth L.A., Jie Cheng, Michael Fu, Steve Marcus and Csaba Szepesvari
    ICML, 2016.[pdf] [slides] [longer-version]

  6. (Bandit) Convex Optimization with Biased Noisy Gradient Oracles
    Xiaowei Hu, Prashanth L.A., Andras Gyorgy and Csaba Szepesvari
    AISTATS, 2016. [pdf]

  7. On TD(0) with function approximation: Concentration bounds and a centered variant with exponential convergence
    Nathaniel Korda and Prashanth L.A.
    ICML, 2015.
    [Proof has a bug, rendering the bounds invalid. A fix will happen later than sooner..]

  8. Two-Timescale Algorithms for Learning Nash Equilibria in General-Sum Stochastic Games
    H.L.Prasad, Prashanth L.A. and S.Bhatnagar
    AAMAS, 2015. [pdf] [slides]

  9. Fast gradient descent for drifting least squares regression, with application to bandits
    Nathaniel Korda, Prashanth L.A. and Remi Munos
    AAAI, 2015. [pdf] [slides] [Code+Readme]

  10. Simultaneous Perturbation Algorithms for Batch Off-Policy Search
    Raphael Fonteneau and Prashanth L.A.
    CDC, 2014. [pdf] [arXiv]

  11. Policy Gradients for CVaR-Constrained MDPs
    Prashanth L.A.
    ALT, 2014. [pdf] [slides]

  12. Fast LSTD using stochastic approximation: Finite time analysis and application to traffic control
    Prashanth L.A., Nathaniel Korda and Remi Munos
    ECML, 2014. [pdf] [slides]

  13. Actor-Critic Algorithms for Risk-Sensitive MDPs
    Prashanth L.A. and Mohammad Ghavamzadeh
    NIPS (Full oral presentation), 2013. [pdf] [slides]

  14. Mechanisms for Hostile Agents with Capacity Constraints
    Prashanth L.A., H.L.Prasad, N.Desai and S.Bhatnagar
    AAMAS, 2013. [pdf]

  15. Stochastic optimization for adaptive labor staffing in service systems
    Prashanth L.A., H.L.Prasad, N.Desai, S.Bhatnagar and G.Dasgupta
    ICSOC, 2011. [pdf]

  16. Reinforcement Learning with Average Cost for Adaptive Control of Traffic Lights at Intersections
    Prashanth L.A. and S.Bhatnagar
    IEEE ITSC, 2011. [pdf]

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