We consider the off-policy evaluation problem in Markov decision processes with function approximation. We propose a generalization of the recently introduced emphatic temporal differences (ETD) algorithm (Sutton, Mahmood, and White, 2015), which encompasses the original ETD(λ), as well as several other off-policy evaluation algorithms as special cases. We call this framework ETD(λ, β), where o...

in this paper, we establish and prove the existence of best proximity points for multivalued cyclic $f$- contraction mappings in complete metric spaces. our results improve and extend various results in literature.

recently, choudhury and metiya [fixed points of weak contractions in cone metric spaces, nonlinear analysis 72 (2010) 1589-1593] proved some fixed point theorems for weak contractions in cone metric spaces. weak contractions are generalizations of the banach's contraction mapping, which have been studied by several authors. in this paper, we introduce the notion of $f$-weak contractions and als...

This paper studies a general p-contractive condition of self-mapping T on X, where X ,d is either metric space or dislocated space, which combines the contribution to upper-bound dTx , Ty, x and y are arbitrary elements in weighted combination distances dx,y dx,Tx,dy,Ty,dx,Ty,dy,Tx, dx,Tx−dy,Ty dx,Ty−dy,Tx. The asymptotic regularity convergence Cauchy sequences unique fixed point also discussed...

Aberration and radiation pressure reflected by a moving mirror are examples of the Klein, one-way Doppler shift, and Poincaré, two-way Doppler shift, disc models of hyperbolic geometry, respectively. Aberration, like the Thomas precession, is related to the angular defect, and is a kinematical effect rather than relativistic. At the angle of parallelism, determined by a stationary observer look...

This paper studies the quasi-maximum-likelihood estimator (QMLE) in a general conditionally heteroscedastic time series model of multiplicative form Xt = σtZt, where the unobservable volatility σt is a parametric function of (Xt−1, . . . ,Xt−p, σt−1, . . . , σt−q) for some p, q ≥ 0, and (Zt) is standardized i.i.d. noise. We assume that these models are solutions to stochastic recurrence equatio...

This paper studies the quasi-maximum-likelihood estimator (QMLE) in a general conditionally heteroscedastic time series model of multiplicative form Xt = σtZt , where the unobservable volatility σt is a parametric function of (Xt−1, . . . ,Xt−p,σt−1, . . . , σt−q) for some p,q ≥ 0, and (Zt ) is standardized i.i.d. noise. We assume that these models are solutions to stochastic recurrence equatio...

Let ∆(x) denote the error term in the Dirichlet divisor problem, and E(T ) the error term in the asymptotic formula for the mean square of |ζ( 1 2 + it)|. If E∗(t) = E(t) − 2π∆∗(t/2π) with ∆∗(x) = −∆(x) + 2∆(2x) − 1 2 ∆(4x), then we obtain the asymptotic formula ∫ T 0 (E(t)) dt = T P3(logT ) +Oε(T ), where P3 is a polynomial of degree three in log T with positive leading coefficient. The expone...

Let E be an elliptic curve defined over Q and with complex multiplication. For a prime p of good reduction, let E be the reduction of E modulo p. We find the density of the primes p ≤ x for which E(Fp) is a cyclic group. An asymptotic formula for these primes had been obtained conditionally by J.-P. Serre in 1976, and unconditionally by Ram Murty in 1979. The aim of this paper is to give a new ...

The conventional Fourier coefficient asymptotic expansion is derived by means of a specific contour integration. An adjusted expansion is obtained by deforming this contour. A corresponding adjustment to the Euler-Maclaurin expansion exists. The effect of this adjustment in the error functional for a general quadrature rule is investigated. It is the same as the effect of subtracting out a pair...