7 papers
Optimality of a Threshold Policy for a Queueing System with One Fast Server and Two Identical Slow Servers
Weina Wang, Taha Ameen, Yudong Chen +3
This paper studies the optimal control problem of a queueing system with three servers: one fast server and two identical slow servers. The two-server version of this problem, with…
Unichain and Aperiodicity are Sufficient for Asymptotic Optimality of Average-Reward Restless Bandits
Yige Hong, Qiaomin Xie, Yudong Chen +1
We consider the infinite-horizon, average-reward restless bandit problem in discrete time. We propose a new class of policies that are designed to drive a progressively larger subs…
Stable Offline Value Function Learning with Bisimulation-based Representations
Brahma S. Pavse, Yudong Chen, Qiaomin Xie +1
In reinforcement learning, offline value function learning is the procedure of using an offline dataset to estimate the expected discounted return from each state when taking actio…
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…
Optimally Installing Strict Equilibria
Jeremy McMahan, Young Wu, Yudong Chen +2
In this work, we develop a reward design framework for installing a desired behavior as a strict equilibrium across standard solution concepts: dominant strategy equilibrium, Nash…
Achieving Exponential Asymptotic Optimality in Average-Reward Restless Bandits without Global Attractor Assumption
Yige Hong, Qiaomin Xie, Yudong Chen +1
We consider the infinite-horizon average-reward restless bandit problem. We propose a novel \emph{two-set policy} that maintains two dynamic subsets of arms: one subset of arms has…