16 citations · 17 across the 6 of their papers we have counts for
3 papers · 1 filter
Simple and optimal methods for stochastic variational inequalities, II: Markovian noise and policy evaluation in reinforcement learning
Georgios Kotsalis, Guanghui Lan, Tianjiao Li
The focus of this paper is on stochastic variational inequalities (VI) under Markovian noise. A prominent application of our algorithmic developments is the stochastic policy evalu…
Simple and optimal methods for stochastic variational inequalities, I: operator extrapolation
Georgios Kotsalis, Guanghui Lan, Tianjiao Li
In this paper we first present a novel operator extrapolation (OE) method for solving deterministic variational inequality (VI) problems. Similar to the gradient (operator) project…
Convex optimization for finite horizon robust covariance control of linear stochastic systems
Georgios Kotsalis, Guanghui Lan, Arkadi Nemirovski
This work addresses the finite-horizon robust covariance control problem for discrete-time, partially observable, linear system affected by random zero mean noise and deterministic…