2 papers
math.PR2026
On Niu's Conjecture for Two-Station Tandem Queues
Hao Cao, Jian-Qiang Hu, Qixin Wang
In this paper, we prove a long standing conjecture in queueing theory made by Niu (1980): in a two-station tandem queueing system with constant service time (c) at station 1, the s…
math.OC2026
Long-Run Conditional Value at Risk Reinforcement Learning
Qixin Wang, Hao Cao, Jian-Qiang Hu +2
We propose a reinforcement learning method for minimizing the long-run conditional value at risk (CVaR) in Markov decision processes with finite state and action spaces. The method…