55 citations · 55 across the 1 of their papers we have counts for
3 papers
math.ST2013★ 55 cited
On the Marčenko-Pastur law for linear time series
Haoyang Liu, Alexander Aue, Debashis Paul
This paper is concerned with extensions of the classical Marčenko-Pastur law to time series. Specifically, -dimensional linear processes are considered which are built from inno…
math.OC2011
Decentralized Restless Bandit with Multiple Players and Unknown Dynamics
Haoyang Liu, Keqin Liu, Qing Zhao
We consider decentralized restless multi-armed bandit problems with unknown dynamics and multiple players. The reward state of each arm transits according to an unknown Markovian r…
math.OC2010
Learning in A Changing World: Restless Multi-Armed Bandit with Unknown Dynamics
Haoyang Liu, Keqin Liu, Qing Zhao
We consider the restless multi-armed bandit (RMAB) problem with unknown dynamics in which a player chooses M out of N arms to play at each time. The reward state of each arm transi…