1 citations · 1 across the 2 of their papers we have counts for
4 papers
Large deviations for Markov jump processes with uniformly diminishing rates
Andrea Agazzi, Luisa Andreis, Robert I. A. Patterson +1
We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly en…
Urgency-aware Optimal Routing in Repeated Games through Artificial Currencies
Mauro Salazar, Dario Paccagnan, Andrea Agazzi +2
When people choose routes minimizing their individual delay, the aggregate congestion can be much higher compared to that experienced by a centrally-imposed routing. Yet centralize…
Global optimality of softmax policy gradient with single hidden layer neural networks in the mean-field regime
Andrea Agazzi, Jianfeng Lu
We study the problem of policy optimization for infinite-horizon discounted Markov Decision Processes with softmax policy and nonlinear function approximation trained with policy g…
Seemingly stable chemical kinetics can be stable, marginally stable, or unstable
Andrea Agazzi, Jonathan C. Mattingly
We present three examples of chemical reaction networks whose ordinary differential equation scaling limit are almost identical and in all cases stable. Nevertheless, the Markov ju…