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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.OC2025

Optimization Algorithm Design via Electric Circuits

Stephen P. Boyd, Tetiana Parshakova, Ernest K. Ryu +1

We present a novel methodology for convex optimization algorithm design using ideas from electric RLC circuits. Given an optimization problem, the first stage of the methodology is…