activity
20092026
most citedImproved Convergence Rates for Distributed Resource Allocation

28 citations · 31 across the 12 of their papers we have counts for

collaborators

13 papers

math.OC2026

Network Epidemic Control via Model Predictive Control: Extended Version

Mahtab Talaei, Alex Olshevsky, Laura F. White +1

Balancing the societal costs of non-pharmaceutical interventions with epidemic suppression requires adaptive feedback control. Rather than relying on state-dependent operational ca…

cs.LG2026

Bridging the Gap Between Average and Discounted TD Learning

Haoxing Tian, Zaiwei Chen, Ioannis Ch. Paschalidis +1

The analysis of Temporal Difference (TD) learning in the average-reward setting faces notable theoretical difficulties because the Bellman operator is not contractive with respect…

cs.LG2025

Geometric Re-Analysis of Classical MDP Solving Algorithms

Arsenii Mustafin, Aleksei Pakharev, Alex Olshevsky +1

We build on a recently introduced geometric interpretation of Markov Decision Processes (MDPs) to analyze classical MDP-solving algorithms: Value Iteration (VI) and Policy Iteratio…

cs.LG2025

Analysis of Value Iteration Through Absolute Probability Sequences

Arsenii Mustafin, Sebastien Colla, Alex Olshevsky +1

Value Iteration is a widely used algorithm for solving Markov Decision Processes (MDPs). While previous studies have extensively analyzed its convergence properties, they primarily…

eess.SY2024

Network-Based Epidemic Control Through Optimal Travel and Quarantine Management

Mahtab Talaei, Apostolos I. Rikos, Alex Olshevsky +2

Motivated by the swift global transmission of infectious diseases, we present a comprehensive framework for network-based epidemic control. Our aim is to curb epidemics using two d…

cs.LG2024

MDP Geometry, Normalization and Reward Balancing Solvers

Arsenii Mustafin, Aleksei Pakharev, Alex Olshevsky +1

We present a new geometric interpretation of Markov Decision Processes (MDPs) with a natural normalization procedure that allows us to adjust the value function at each state witho…

cs.LG2024

On Value Iteration Convergence in Connected MDPs

Arsenii Mustafin, Alex Olshevsky, Ioannis Ch. Paschalidis

This paper establishes that an MDP with a unique optimal policy and ergodic associated transition matrix ensures the convergence of various versions of the Value Iteration algorith…

cs.LG2024

One-Shot Averaging for Distributed TD() Under Markov Sampling

Haoxing Tian, Ioannis Ch. Paschalidis, Alex Olshevsky

We consider a distributed setup for reinforcement learning, where each agent has a copy of the same Markov Decision Process but transitions are sampled from the corresponding Marko…

cs.LG2023

On the Performance of Temporal Difference Learning With Neural Networks

Haoxing Tian, Ioannis Ch. Paschalidis, Alex Olshevsky

Neural Temporal Difference (TD) Learning is an approximate temporal difference method for policy evaluation that uses a neural network for function approximation. Analysis of Neura…

cs.LG2022

Closing the gap between SVRG and TD-SVRG with Gradient Splitting

Arsenii Mustafin, Alex Olshevsky, Ioannis Ch. Paschalidis

Temporal difference (TD) learning is a policy evaluation in reinforcement learning whose performance can be enhanced by variance reduction methods. Recently, multiple works have so…

math.OC2017★ 28 cited

Improved Convergence Rates for Distributed Resource Allocation

Angelia Nedić, Alex Olshevsky, Wei Shi

In this paper, we develop a class of decentralized algorithms for solving a convex resource allocation problem in a network of agents, where the agent objectives are decoupled…

math.OC2016

Fast Algorithms for Distributed Optimization and Hypothesis Testing: A Tutorial

Alex Olshevsky

We consider several problems in the field of distributed optimization and hypothesis testing. We show how to obtain convergence times for these problems that scale linearly with th…

cs.CC2009★ 3 cited

Matrix P-norms are NP-hard to approximate if p \neq 1,2,\infty

Julien M. Hendrickx, Alex Olshevsky

We show that for any rational p \in [1,\infty) except p = 1, 2, unless P = NP, there is no polynomial-time algorithm for approximating the matrix p-norm to arbitrary relative preci…