50 citations · 117 across the 38 of their papers we have counts for
10 papers · 1 filter
Stationary Behavior of Constant Stepsize SGD Type Algorithms: An Asymptotic Characterization
Zaiwei Chen, Shancong Mou, Siva Theja Maguluri
Stochastic approximation (SA) and stochastic gradient descent (SGD) algorithms are work-horses for modern machine learning algorithms. Their constant stepsize variants are preferre…
A Heavy Traffic Theory of Matching Queues
Sushil Mahavir Varma, Siva Theja Maguluri
Motivated by emerging applications in online matching platforms and marketplaces, we study a matching queue. Customers and servers that arrive in a matching queue depart as soon as…
Transportation Polytope and its Applications in Parallel Server Systems
Sushil Mahavir Varma, Siva Theja Maguluri
A parallel server system is a stochastic processing network with applications in manufacturing, supply chain, ride-hailing, call centers, etc. Heterogeneous customers arrive in the…
Finite-Sample Analysis of Off-Policy TD-Learning via Generalized Bellman Operators
Zaiwei Chen, Siva Theja Maguluri, Sanjay Shakkottai +1
In temporal difference (TD) learning, off-policy sampling is known to be more practical than on-policy sampling, and by decoupling learning from data collection, it enables data re…
Optimal Pricing in Multi Server Systems
Ashok Krishnan K. S, Chandramani Singh, Siva Theja Maguluri +1
We study optimal service pricing in server farms where customers arrive according to a renewal process and have independent and identical () exponential service times and $…
On the Linear convergence of Natural Policy Gradient Algorithm
Sajad Khodadadian, Prakirt Raj Jhunjhunwala, Sushil Mahavir Varma +1
Markov Decision Processes are classically solved using Value Iteration and Policy Iteration algorithms. Recent interest in Reinforcement Learning has motivated the study of methods…