2 papers
math.OC2026
Linking PageRank, Time Reversal, and Policy Evaluation
Konstantin Avrachenkov, Lorenzo Gregoris, Nelly Litvak
We establish a connection between policy evaluation in Markov decision processes and PageRank in network analysis. For a fixed policy, we show that the value function of a discount…
math.PR2026
Computing Stationary Distribution via Dirichlet-Energy Minimization by Coordinate Descent
Konstantin Avrachenkov, Lorenzo Gregoris, Nelly Litvak
We present an optimization-based formulation of the Red Light Green Light (RLGL) algorithm for computing stationary distributions of large Markov chains. This perspective clarifies…