activity
20172026
most citedHedging the Drift: Learning to Optimize under Non-Stationarity

33 citations · 106 across the 15 of their papers we have counts for

collaborators

16 papers

cs.LG2026

Pure Exploration for a Good Policy in Reinforcement Learning with Bandit Feedback

Zitian Li, Wang Chi Cheung

Pure exploration in episodic Reinforcement Learning has primarily focused on Best Policy Identification (BPI), which seeks to identify a (near)-optimal policy with high confidence.…

cs.LG2026

Closing the Gap on the Sample Complexity of 1-Identification

Zitian Li, Wang Chi Cheung

The 1-identification problem is a fundamental pure-exploration problem in multi-armed bandits. An agent aims to determine whether there exists an arm whose mean reward exceeds a kn…

cs.LG2024★ 3 cited

Online Bandits with (Biased) Offline Data: Adaptive Learning under Distribution Mismatch

Wang Chi Cheung, Lixing Lyu

Traditional online learning models are typically initialized from scratch. By contrast, contemporary real-world applications often have access to historical datasets that can poten…

cs.LG2024

Best Arm Identification with Resource Constraints

Zitian Li, Wang Chi Cheung

Motivated by the cost heterogeneity in experimentation across different alternatives, we study the Best Arm Identification with Resource Constraints (BAIwRC) problem. The agent aim…

cs.LG2023

Online Resource Allocation: Bandits feedback and Advice on Time-varying Demands

Lixing Lyu, Wang Chi Cheung

We consider a general online resource allocation model with bandit feedback and time-varying demands. While online resource allocation has been well studied in the literature, most…

math.OC2022★ 4 cited

Online Resource Allocation for Reusable Resources

Xilin Zhang, Wang Chi Cheung

We study a general model on reusable resource allocation under model uncertainty. A heterogeneous population of customers arrive at the decision maker's (DM's) platform sequentiall…