610 citations · 2k across the 74 of their papers we have counts for
79 papers
Optimality of a Threshold Policy for a Queueing System with One Fast Server and Two Identical Slow Servers
Weina Wang, Taha Ameen, Yudong Chen +3
This paper studies the optimal control problem of a queueing system with three servers: one fast server and two identical slow servers. The two-server version of this problem, with…
Online change point detection under heavy-tailedness and contamination
Edwin Yiu Nam Tang, Yudong Chen, Mengchu Li +1
We study an online version of the robust mean change point detection problem under a dynamic Huber contamination model with arbitrary contamination distribution and inlier distribu…
Optimal Variance-Dependent Regret Bounds for Infinite-Horizon MDPs
Guy Zamir, Matthew Zurek, Yudong Chen
Online reinforcement learning in infinite-horizon Markov decision processes (MDPs) remains less theoretically and algorithmically developed than its episodic counterpart, with many…
Faster Fixed-Point Methods for Multichain MDPs
Matthew Zurek, Yudong Chen
We study value-iteration (VI) algorithms for solving general (a.k.a. multichain) Markov decision processes (MDPs) under the average-reward criterion, a fundamental but theoreticall…
Optimal Single-Policy Sample Complexity and Transient Coverage for Average-Reward Offline RL
Matthew Zurek, Guy Zamir, Yudong Chen
We study offline reinforcement learning in average-reward MDPs, which presents increased challenges from the perspectives of distribution shift and non-uniform coverage, and has be…
A Piecewise Lyapunov Analysis of Sub-quadratic SGD: Applications to Robust and Quantile Regression
Yixuan Zhang, Dongyan Huo, Yudong Chen +1
Motivated by robust and quantile regression problems, we investigate the stochastic gradient descent (SGD) algorithm for minimizing an objective function that is locally strong…