4 papers
Bellman-Taylor Score Decoding for Markov Decision Processes with State-Dependent Feasible Action Sets
Yi Chen, Rushuai Yang, Qiang Chen +2
Many Markov decision processes (MDPs) in operations research have feasible actions that are state dependent and defined implicitly by various operational constraints. These feature…
A Piecewise Lyapunov Analysis of Sub-quadratic SGD: Applications to Robust and Quantile Regression
Yixuan Zhang, Dongyan Huo, Yudong Chen +1
Motivated by robust and quantile regression problems, we investigate the stochastic gradient descent (SGD) algorithm for minimizing an objective function that is locally strong…
Asymptotic Product-form Steady-state for Multiclass Queueing Networks with SBP Service Policies in Multi-scale Heavy Traffic
J. G. Dai, Dongyan Huo
In this work, we study the stationary distribution of the scaled queue length vector process in multiclass queueing networks operating under static buffer priority service policies…
Asymptotic Product-form Steady-state for Multiclass Queueing Networks: A Reentrant Line Case Study
Jim Dai, Dongyan Huo
This paper serves as a companion to "Asymptotic Product-form Steady-state for Multiclass Queueing Networks with SBP Service Policies in Multi-scale Heavy Traffic." In this short pa…