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math.OC2026
Policy Gradient Algorithms in Average-Reward Multichain MDPs
Jongmin Lee, Ernest K. Ryu
While there is an extensive body of research analyzing policy gradient methods for discounted cumulative-reward MDPs, prior work on policy gradient methods for average-reward MDPs…
math.OC2024
Convergence Analyses of Davis-Yin Splitting via Scaled Relative Graphs
Jongmin Lee, Soheun Yi, Ernest K. Ryu
Davis-Yin splitting (DYS) has found a wide range of applications in optimization, but its linear rates of convergence have not been studied extensively. The scaled relative graph (…