25 citations · 36 across the 2 of their papers we have counts for
4 papers
Reinforcement Learning for Non-Stationary Markov Decision Processes: The Blessing of (More) Optimism
Wang Chi Cheung, David Simchi-Levi, Ruihao Zhu
We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under drifting non-stationarity, i.e., both the reward and state transition distributions…
Best Arm Identification for Cascading Bandits in the Fixed Confidence Setting
Zixin Zhong, Wang Chi Cheung, Vincent Y. F. Tan
We design and analyze CascadeBAI, an algorithm for finding the best set of items, also called an arm, within the framework of cascading bandits. An upper bound on the time comp…
Non-Stationary Reinforcement Learning: The Blessing of (More) Optimism
Wang Chi Cheung, David Simchi-Levi, Ruihao Zhu
We consider un-discounted reinforcement learning (RL) in Markov decision processes (MDPs) under temporal drifts, ie, both the reward and state transition distributions are allowed…
Exploration-Exploitation Trade-off in Reinforcement Learning on Online Markov Decision Processes with Global Concave Rewards
Wang Chi Cheung
We consider an agent who is involved in a Markov decision process and receives a vector of outcomes every round. Her objective is to maximize a global concave reward function on th…