Working Papers

• Asymptotic Product-Form Steady-State for Multi-Class Queueing Networks With SBP Service Policies in Multi-Scale Heavy Traffic
  Jim Dai, Dongyan (Lucy) Huo
  Submitted to Operations Research
  (arXiv)
  Companion paper:
  Asymptotic Product-form Steady-state for Multiclass Queueing Networks: A Reentrant Line Case Study
  (arXiv)
• Switch Scheduling via Reinforcement Learning
  Dongyan (Lucy) Huo, Yudong Chen, Jim Dai, Qiaomin Xie
  (GitHub)

Publications

• The Collusion of Memory and Nonlinearity in Stochastic Approximation With Constant Stepsize
  Dongyan (Lucy) Huo, Yixuan Zhang, Yudong Chen, Qiaomin Xie
  Neural Information Processing Systems Conference (NeurIPS) 2024, Spotlight
  (arXiv)
• Prelimit Coupling and Steady-State Convergence of Constant-stepsize Nonsmooth Contractive SA
  Yixuan Zhang, Dongyan (Lucy) Huo, Yudong Chen, Qiaomin Xie
  ACM SIGMETRICS 2024
  (arXiv)
• Effectiveness of Constant Stepsize in Markovian LSA and Statistical Inference
  Dongyan (Lucy) Huo, Yudong Chen, Qiaomin Xie
  AAAI Conference on Artificial Intelligence (AAAI) 2024
  (arXiv)
• Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Stepsizes
  Dongyan (Lucy) Huo, Yudong Chen, Qiaomin Xie
  Major revision at Mathematics of Operations Research
  ACM SIGMETRICS 2023
  (arXiv)
• Decentralized Governance of Stablecoins with Closed Form Valuation
  Dongyan (Lucy) Huo, Ariah Klages-Mundt, Andreea Minca, Frederik Christian Münter, Mads Rude Wind
  International Conference on Mathematical Research for Blockchain Economy (MARBLE) 2022
  (HTML)