2 citations · 3 across the 8 of their papers we have counts for
8 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: 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…
The Collusion of Memory and Nonlinearity in Stochastic Approximation With Constant Stepsize
Dongyan Huo, Yixuan Zhang, Yudong Chen +1
In this work, we investigate stochastic approximation (SA) with Markovian data and nonlinear updates under constant stepsize . Existing work has primarily focused on either i.…
Prelimit Coupling and Steady-State Convergence of Constant-stepsize Nonsmooth Contractive SA
Yixuan Zhang, Dongyan Huo, Yudong Chen +1
Motivated by Q-learning, we study nonsmooth contractive stochastic approximation (SA) with constant stepsize. We focus on two important classes of dynamics: 1) nonsmooth contractiv…
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…
Effectiveness of Constant Stepsize in Markovian LSA and Statistical Inference
Dongyan Huo, Yudong Chen, Qiaomin Xie
In this paper, we study the effectiveness of using a constant stepsize in statistical inference via linear stochastic approximation (LSA) algorithms with Markovian data. After esta…
Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Stepsizes
Dongyan Huo, Yudong Chen, Qiaomin Xie
We consider Linear Stochastic Approximation (LSA) with a constant stepsize and Markovian data. Viewing the joint process of the data and LSA iterate as a time-homogeneous Markov ch…