11 citations · 24 across the 9 of their papers we have counts for
9 papers
The simplex method is strongly polynomial for deterministic Markov decision processes
Ian Post, Yinyu Ye
We prove that the simplex method with the highest gain/most-negative-reduced cost pivoting rule converges in strongly polynomial time for deterministic Markov decision processes (M…
Complexity of Unconstrained L_2-L_p Minimization
Xiaojun Chen, Dongdong Ge, Zizhuo Wang +1
We consider the unconstrained - minimization: find a minimizer of for given , and parameters , …
Fast and Near-Optimal Matrix Completion via Randomized Basis Pursuit
Zhisu Zhu, Anthony Man-Cho So, Yinyu Ye
Motivated by the philosophy and phenomenal success of compressed sensing, the problem of reconstructing a matrix from a sampling of its entries has attracted much attention recentl…
A Unified Framework for Dynamic Pari-Mutuel Information Market Design
Shipra Agrawal, Erick Delage, Mark Peters +2
Recently, several new pari-mutuel mechanisms have been introduced to organize markets for contingent claims. Hanson introduced a market maker derived from the logarithmic scoring r…
Correlation Robust Stochastic Optimization
Shipra Agrawal, Yichuan Ding, Amin Saberi +1
We consider a robust model proposed by Scarf, 1958, for stochastic optimization when only the marginal probabilities of (binary) random variables are given, and the correlation bet…
Statistical ranking and combinatorial Hodge theory
Xiaoye Jiang, Lek-Heng Lim, Yuan Yao +1
We propose a number of techniques for obtaining a global ranking from data that may be incomplete and imbalanced -- characteristics almost universal to modern datasets coming from…