42 citations · 102 across the 4 of their papers we have counts for
Showing stat.MLShow all
2 papers · 1 filter
stat.ML2016★ 42 cited
Stochastic Primal-Dual Methods and Sample Complexity of Reinforcement Learning
Yichen Chen, Mengdi Wang
We study the online estimation of the optimal policy of a Markov decision process (MDP). We propose a class of Stochastic Primal-Dual (SPD) methods which exploit the inherent minim…
stat.ML2015★ 20 cited
Random Multi-Constraint Projection: Stochastic Gradient Methods for Convex Optimization with Many Constraints
Mengdi Wang, Yichen Chen, Jialin Liu +1
Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the fea…