Frank-Wolfe iterates for monotone variational inequalities converge asymptotically to the solution set under vanishing nonsummable step sizes, with the gap vanishing and unique convergence in the strongly monotone case.
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Convergence of the Frank-Wolfe Algorithm for Monotone Variational Inequalities
Frank-Wolfe iterates for monotone variational inequalities converge asymptotically to the solution set under vanishing nonsummable step sizes, with the gap vanishing and unique convergence in the strongly monotone case.
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The Value of Temporary Control for the M/M/1 Queue
Approximates expected cost savings from a one-off temporary control option with two rates in the M/M/1 queue via value iteration and derives structural results on optimal policies and Blackwell optimality.