19 citations · 36 across the 7 of their papers we have counts for
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math.PR2017
Conditioned Functional Limits and Applications to Queues
Harsha Honnappa, Rahul Jain, Amy R. Ward
We consider a renewal process that is conditioned on the number of events in a fixed time horizon. We prove that a centered and scaled version of this process converges to a Browni…
cs.LG2017★ 14 cited
Learning Unknown Markov Decision Processes: A Thompson Sampling Approach
Yi Ouyang, Mukul Gagrani, Ashutosh Nayyar +1
We consider the problem of learning an unknown Markov Decision Process (MDP) that is weakly communicating in the infinite horizon setting. We propose a Thompson Sampling-based rein…
math.PR2017
Transitory Queueing Networks
Harsha Honnappa, Rahul Jain
Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-i…