33 citations · 100 across the 9 of their papers we have counts for
3 papers · 1 filter
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…
Hedging the Drift: Learning to Optimize under Non-Stationarity
Wang Chi Cheung, David Simchi-Levi, Ruihao Zhu
We introduce data-driven decision-making algorithms that achieve state-of-the-art \emph{dynamic regret} bounds for non-stationary bandit settings. These settings capture applicatio…
Meta Dynamic Pricing: Transfer Learning Across Experiments
Hamsa Bastani, David Simchi-Levi, Ruihao Zhu
We study the problem of learning shared structure \emph{across} a sequence of dynamic pricing experiments for related products. We consider a practical formulation where the unknow…