This question is a not a technical one. Sorry for that. As I am new to the area of stochastic optimization/control, I want to know the active prospect of research in the following areas

1) Simultaneous Perturbation Stochastic Approximation

2) Reinforcement learning Algorithms in Partially Observable Environments

3) Risk Sensitive Stochastic Optimal Control

4) Rolling horizon procedure for approximate dynamic programming.

Any advise by the experience researchers in the fields will be helpful.

asked 19 Jun '14, 00:53

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edited 19 Jun '14, 00:56

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Asked: 19 Jun '14, 00:53

Seen: 469 times

Last updated: 19 Jun '14, 00:56

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