4 papers · 1 filter
Asymptotic Analysis of Empirical Dynamic Programming in Infinite-Horizon Stochastic Optimal Control
Xin Chen, Elif Sena Isik, Johannes Milz
We derive statistical limit theorems for sample-based approximations of infinite-horizon discounted stochastic optimal control problems in discrete time. Our first result is a func…
Hidden Convexity in Queueing Models
Xin Chen, Linwei Xin, Minda Zhao
We study the joint control of arrival and service rates in queueing systems with the objective of minimizing long-run expected cost minus revenue. Although the objective function i…
Landscape of Policy Optimization for Finite Horizon MDPs with General State and Action
Xin Chen, Yifan Hu, Minda Zhao
Policy gradient methods are widely used in reinforcement learning. Yet, the nonconvexity of policy optimization poses significant challenges in understanding the global convergence…
Accelerating Single-Point Zeroth-Order Optimization with Regression-Based Gradient Surrogates
Xin Chen, Zhaolin Ren
Zeroth-order optimization (ZO) is widely used for solving black-box optimization and control problems. In particular, single-point ZO (SZO) is well-suited to online or dynamic prob…