2 citations · 4 across the 5 of their papers we have counts for
5 papers
Linear Algebraic Truncation Algorithm with A Posteriori Error Bounds for Computing Markov Chain Equilibrium Gradients
Saied Mahdian, Peter W. Glynn
The numerical computation of equilibrium reward gradients for Markov chains appears in many applications for example within the policy improvement step arising in connection with a…
A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation
Saied Mahdian, Peter W. Glynn, Yuanyuan Liu
The solution to Poisson's equation arise in many Markov chain and Markov jump process settings, including that of the central limit theorem, value functions for average reward Mark…
Surgical Scheduling via Optimization and Machine Learning with Long-Tailed Data
Yuan Shi, Saied Mahdian, Jose Blanchet +3
Using data from cardiovascular surgery patients with long and highly variable post-surgical lengths of stay (LOS), we develop a modeling framework to reduce recovery unit congestio…
Optimal Transport Relaxations with Application to Wasserstein GANs
Saied Mahdian, Jose Blanchet, Peter Glynn
We propose a family of relaxations of the optimal transport problem which regularize the problem by introducing an additional minimization step over a small region around one of th…
Waterfall Bandits: Learning to Sell Ads Online
Branislav Kveton, Saied Mahdian, S. Muthukrishnan +2
A popular approach to selling online advertising is by a waterfall, where a publisher makes sequential price offers to ad networks for an inventory, and chooses the winner in that…