29 citations · 67 across the 6 of their papers we have counts for
Showing 2017 · math.OCShow all
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math.OC2017★ 1 cited
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…
math.OC2017★ 29 cited
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…