5 papers
Games with Rational and Herding Players
Raghupati Vyas, Khushboo Agarwal, Konstantin Avrachenkov +1
Classical game theory is a powerful framework to analyze the strategic interactions among rational players. However, in many real-life scenarios, players choose actions based on th…
Lagrangian Index Policy for Restless Bandits with Average Reward
Konstantin Avrachenkov, Vivek S. Borkar, Pratik Shah
We study the Lagrangian Index Policy (LIP) for restless multi-armed bandits with long-run average reward. In particular, we compare the performance of LIP with the performance of t…
Constrained Average-Reward Intermittently Observable MDPs
Konstantin Avrachenkov, Madhu Dhiman, Veeraruna Kavitha
In Markov Decision Processes (MDPs) with intermittent state information, decision-making becomes challenging due to periods of missing observations. Linear programming (LP) methods…
Stability of Polling Systems for a Large Class of Markovian Switching Policies
Konstantin Avrachenkov, Kousik Das, Veeraruna Kavitha +1
We consider a polling system with two queues, where a single server is attending the queues in a cyclic order and requires non-zero switching times to switch between the queues. Ou…
Derivative Estimation from Coarse, Irregular, Noisy Samples: An MLE-Spline Approach
Konstantin E. Avrachenkov, Leonid B. Freidovich
We address numerical differentiation under coarse, non-uniform sampling and Gaussian noise. A maximum-likelihood estimator with -norm constraint on a higher-order derivative i…