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...

We present a generalized form of Halanay’s inequality, having time varying gain multiplying the delayed term, and constant decay rate. Unlike usual conditions where rate is required to be strictly larger than an upper bound on we provide less restrictive that allow times when can gain. include application continuous systems with switched delay values. This illustrates utility our inequality for...

Contraction of a liquid sheet of an incompressible Newtonian fluid in a passive ambient fluid is studied computationally to provide insights into the dynamics of capillary wave created during contraction. The problem composed of the Navier-Stokes system is associated with initial and boundary conditions that govern the time evolution of the capillary wave and the pressure and velocity fields wi...

The aim of this paper is to analyze contractivity properties of Wasserstein-type metrics for one-dimensional scalar conservation laws with nonnegative, L∞ and compactly supported initial data and its implications on the long time asymptotics. The flux is assumed to be convex and without any growth condition at the zero state. We propose a time–parameterized family of functions as intermediate a...