3 papers
cs.GT2025
Queues with inspection cost: To see or not to see?
Jake Clarkson, Konstantin Avrachenkov, Eitan Altman
Consider an M/M/1-type queue where joining attains a known reward, but a known waiting cost is paid per time unit spent queueing. In the 1960s, Naor showed that any arrival optimal…
cs.LG2024
Deep reinforcement learning for weakly coupled MDP's with continuous actions
Francisco Robledo, Urtzi Ayesta, Konstantin Avrachenkov
This paper introduces the Lagrange Policy for Continuous Actions (LPCA), a reinforcement learning algorithm specifically designed for weakly coupled MDP problems with continuous ac…
cs.AI2024
Tabular and Deep Learning for the Whittle Index
Francisco Robledo Relaño, Francisco Robledo Relaño, Vivek Borkar +2
The Whittle index policy is a heuristic that has shown remarkably good performance (with guaranteed asymptotic optimality) when applied to the class of problems known as Restless M…