29 citations · 53 across the 4 of their papers we have counts for
4 papers
Online Learning in Weakly Coupled Markov Decision Processes: A Convergence Time Study
Xiaohan Wei, Hao Yu, Michael J. Neely
We consider multiple parallel Markov decision processes (MDPs) coupled by global constraints, where the time varying objective and constraint functions can only be observed after t…
Online Convex Optimization with Stochastic Constraints
Hao Yu, Michael J. Neely, Xiaohan Wei
This paper considers online convex optimization (OCO) with stochastic constraints, which generalizes Zinkevich's OCO over a known simple fixed set by introducing multiple stochasti…
Estimation of the covariance structure of heavy-tailed distributions
Stanislav Minsker, Xiaohan Wei
We propose and analyze a new estimator of the covariance matrix that admits strong theoretical guarantees under weak assumptions on the underlying distribution, such as existence o…
Power Aware Wireless File Downloading: A Lyapunov Indexing Approach to A Constrained Restless Bandit Problem
Xiaohan Wei, Michael J. Neely
This paper treats power-aware throughput maxi-mization in a multi-user file downloading system. Each user can receive a new file only after its previous file is finished. The file…