6 citations · 14 across the 8 of their papers we have counts for
4 papers · 1 filter
Projection-based Lyapunov method for fully heterogeneous weakly-coupled MDPs
Xiangcheng Zhang, Yige Hong, Weina Wang
Heterogeneity poses a fundamental challenge for many real-world large-scale decision-making problems but remains largely understudied. In this paper, we study the fully heterogeneo…
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 two-set policy that maintains two dynamic subsets of arms: one subset of arms has a near…
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…
Restless Bandits with Average Reward: Breaking the Uniform Global Attractor Assumption
Yige Hong, Qiaomin Xie, Yudong Chen +1
We study the infinite-horizon restless bandit problem with the average reward criterion, in both discrete-time and continuous-time settings. A fundamental goal is to efficiently co…