Benjamin Van Roy

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Citations	13605	6928
h-index	54	38
i10-index	110	80

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John TsitsiklisProfessor of Electrical Engineering, MITVerified email at mit.edu
Ian OsbandDeepMindVerified email at google.com
Zheng WenDeepMindVerified email at google.com
Gabriel Y WeintraubStanford GSBVerified email at stanford.edu
Ciamac MoallemiProfessor, Graduate School of Business, Columbia UniversityVerified email at gsb.columbia.edu
Daniel RussoColumbia UniversityVerified email at gsb.columbia.edu
Paat RusmevichientongProfessor, Marshall School of Business, University of Southern CaliforniaVerified email at marshall.usc.edu
Vivek FariasMassachusetts Institute of TechnologyVerified email at mit.edu
Anant SAHAIEECS, University of California, BerkeleyVerified email at eecs.berkeley.edu
Abbas KazerouniStanford UniversityVerified email at stanford.edu
Morteza IbrahimiStanford UniversityVerified email at stanford.edu
Tsachy WeissmanProfessor of Electrical Engineering at Stanford UniversityVerified email at stanford.edu
Alexander PritzelDeepmindVerified email at google.com
Charles BlundellResearch Scientist at DeepMindVerified email at google.com
Yi-Hao KaoPhD Candidate, Electrical Engineering, Stanford UniversityVerified email at stanford.edu
Per EngeProfessor, Stanford UniversityVerified email at stanford.edu
Ramesh GovindanProfessor of Computer Science, University of Southern CaliforniaVerified email at usc.edu
Ashish GoelProfessor of Management Science and Engineering, and by courtesy, Computer Science, Stanford UniversityVerified email at stanford.edu
Paul CuffRenaissance TechnologiesVerified email at rentec.com
Haim H. PermuterBen Gurion UniversityVerified email at bgu.ac.il

Benjamin Van Roy

Stanford University

Verified email at stanford.edu - Homepage

reinforcement learning operations research information theory


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
An analysis of temporal-difference learning with function approximation JN Tsitsiklis, B Van Roy IEEE transactions on automatic control 42 (5), 674-690, 1997	1674	1997
The linear programming approach to approximate dynamic programming DP De Farias, B Van Roy Operations research 51 (6), 850-865, 2003	819	2003
Deep exploration via bootstrapped DQN I Osband, C Blundell, A Pritzel, B Van Roy Advances in neural information processing systems 29, 4026-4034, 2016	817	2016
Regression methods for pricing complex American-style options JN Tsitsiklis, B Van Roy IEEE Transactions on Neural Networks 12 (4), 694-703, 2001	779	2001
Feature-based methods for large scale dynamic programming JN Tsitsiklis, B Van Roy Machine Learning 22 (1), 59-94, 1996	648	1996
Markov perfect industry dynamics with many firms G Weintraub, CL Benkard, B Van Roy Econometrica 76 (6), 1375-1411, 2008	469	2008
A tutorial on thompson sampling D Russo, B Van Roy, A Kazerouni, I Osband, Z Wen Foundations and Trends in Machine Learning 11 (1), pp. 1-96, 2018	456	2018
Learning to optimize via posterior sampling D Russo, B Van Roy Mathematics of Operations Research 39 (4), 1221-1243, 2014	451	2014
On constraint sampling in the linear programming approach to approximate dynamic programming DP De Farias, B Van Roy Mathematics of operations research 29 (3), 462-478, 2004	440	2004
Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives JN Tsitsiklis, B Van Roy IEEE Transactions on Automatic Control 44 (10), 1840-1851, 1999	435	1999
Consensus propagation CC Moallemi, B Van Roy IEEE Transactions on Information Theory 52 (11), 4753-4766, 2006	289	2006
An information-theoretic analysis of thompson sampling D Russo, B Van Roy The Journal of Machine Learning Research 17 (1), 2442-2471, 2016	263	2016
Solving data mining problems through pattern recognition RL Kennedy, Y Lee, B Van Roy, CD Reed, RP Lippman Upper Saddle River, NJ: Prentice Hall PTR, 2011	251*	2011
Dynamic pricing with a prior on market response VF Farias, B Van Roy Operations Research 58 (1), 16-29, 2010	226	2010
Generalization and exploration via randomized value functions I Osband, B Van Roy, Z Wen International Conference on Machine Learning, 2377-2386, 2016	214	2016
A neuro-dynamic programming approach to retailer inventory management B Van Roy, DP Bertsekas, Y Lee, JN Tsitsiklis Proceedings of the 36th IEEE Conference on Decision and Control 4, 4052-4057, 1997	203	1997
Average cost temporal-difference learning JN Tsitsiklis, B Van Roy Automatica 35, 319-349, 1999	189	1999
A nonparametric approach to multiproduct pricing P Rusmevichientong, B Van Roy, PW Glynn Operations Research 54 (1), 82-98, 2006	163	2006
Deep Exploration via Randomized Value Functions. I Osband, B Van Roy, DJ Russo, Z Wen J. Mach. Learn. Res. 20 (124), 1-62, 2019	162	2019
Compensation for frequency adjustment in mobile communication-positioning device with shared oscillator LS Bloebaum, P Bharti, S Chung, B Van Roy, W Mann US Patent 6,724,342, 2004	155	2004

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