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08/15/2022
Convergence Rates for Stochastic Approximation on a Boundary
We analyze the behavior of projected stochastic gradient descent focusin...
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03/10/2022
Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems
We consider the problem of estimating expectations with respect to a tar...
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05/18/2021
Learning and Information in Stochastic Networks and Queues
We review the role of information and learning in the stability and opti...
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04/21/2021
Reinforcement Learning for Traffic Signal Control: Comparison with Commercial Systems
Recently, Intelligent Transportation Systems are leveraging the power of...
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04/21/2021
Stability and Optimization of Speculative Queueing Networks
We provide a queueing-theoretic framework for job replication schemes ba...
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10/24/2020
An Adiabatic Theorem for Policy Tracking with TD-learning
We evaluate the ability of temporal difference learning to track the rew...
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10/23/2020
Perturbed Pricing
We propose a simple randomized rule for the optimization of prices in re...
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08/18/2020
Fast Approximate Bayesian Contextual Cold Start Learning (FAB-COST)
Cold-start is a notoriously difficult problem which can occur in recomme...
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07/20/2020
A Short Note on Soft-max and Policy Gradients in Bandits Problems
This is a short communication on a Lyapunov function argument for softma...
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07/20/2020
Regret Analysis of a Markov Policy Gradient Algorithm for Multi-arm Bandits
We consider a policy gradient algorithm applied to a finite-arm bandit p...
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09/24/2019
Stability and Instability of the MaxWeight Policy
Consider a switched queueing network with general routing among its queu...
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11/17/2017
Designing Coalition-Proof Reverse Auctions over Continuous Goods
This paper investigates reverse auctions that involve continuous values ...
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11/17/2017