11 citations · 17 across the 6 of their papers we have counts for
3 papers · 1 filter
Distributionally Robust Observable Strategic Queues
Yijie Wang, Madhushini Narayana Prasad, Grani A. Hanasusanto +1
This paper presents an extension of Naor's analysis on the join-or-balk problem in observable M/M/1 queues. While all other Markovian assumptions still hold, we explore this proble…
Provable Constrained Stochastic Convex Optimization with XOR-Projected Gradient Descent
Fan Ding, Yijie Wang, Jianzhu Ma +1
Provably solving stochastic convex optimization problems with constraints is essential for various problems in science, business, and statistics. Recently proposed XOR-Stochastic G…
On Data-Driven Prescriptive Analytics with Side Information: A Regularized Nadaraya-Watson Approach
Prateek R. Srivastava, Yijie Wang, Grani A. Hanasusanto +1
We consider generic stochastic optimization problems in the presence of side information which enables a more insightful decision. The side information constitutes observable exoge…