Simulation-Based Algorithms for Markov Decision Processes. - Ying He 014 (2002)

Convergence of simultaneous perturbation stochastic approximation for nondifferentiable optimization. - Ying He 014; Michael C. Fu 001; Steven I. Marcus (IEEE Trans. Autom. Control., 2003)

A Two-Timescale Simulation-Based Gradient Algorithm for Weighted Cost Markov Decision Processes. - Ying He 014; Michael C. Fu 001; Steven I. Marcus (CDC/ECC, 2005)