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cs.LG2026
Lyapunov-Based Sample Complexity Analysis for Weakly-Coupled MDPs
Tianhao Wu, Matthew Zurek, Weina Wang +1
We study the sample complexity of learning in average-reward weakly-coupled Markov decision processes (WCMDPs) and Restless Bandits (RBs) under a generative model. Naive reduction…
math.OC2026
Optimality of a Threshold Policy for a Queueing System with One Fast Server and Two Identical Slow Servers
Weina Wang, Taha Ameen, Yudong Chen +3
This paper studies the optimal control problem of a queueing system with three servers: one fast server and two identical slow servers. The two-server version of this problem, with…
cs.LG2026
Optimal Variance-Dependent Regret Bounds for Infinite-Horizon MDPs
Guy Zamir, Matthew Zurek, Yudong Chen
Online reinforcement learning in infinite-horizon Markov decision processes (MDPs) remains less theoretically and algorithmically developed than its episodic counterpart, with many…