146 citations · 286 across the 7 of their papers we have counts for
4 papers · 1 filter
Online Learning in Weakly Coupled Markov Decision Processes: A Convergence Time Study
Xiaohan Wei, Hao Yu, Michael J. Neely
We consider multiple parallel Markov decision processes (MDPs) coupled by global constraints, where the time varying objective and constraint functions can only be observed after t…
Online Convex Optimization with Stochastic Constraints
Hao Yu, Michael J. Neely, Xiaohan Wei
This paper considers online convex optimization (OCO) with stochastic constraints, which generalizes Zinkevich's OCO over a known simple fixed set by introducing multiple stochasti…
A Primal-Dual Parallel Method with Convergence for Constrained Composite Convex Programs
Hao Yu, Michael J. Neely
This paper considers large scale constrained convex (possibly composite and non-separable) programs, which are usually difficult to solve by interior point methods or other Newton-…
Online Convex Optimization with Time-Varying Constraints
Michael J. Neely, Hao Yu
This paper considers online convex optimization with time-varying constraint functions. Specifically, we have a sequence of convex objective functions a…