11 citations · 14 across the 7 of their papers we have counts for
4 papers · 1 filter
Continuous-in-time Limit for Bayesian Bandits
Yuhua Zhu, Zachary Izzo, Lexing Ying
This paper revisits the bandit problem in the Bayesian setting. The Bayesian approach formulates the bandit problem as an optimization problem, and the goal is to find the optimal…
A Note on Optimization Formulations of Markov Decision Processes
Lexing Ying, Yuhua Zhu
This note summarizes the optimization formulations used in the study of Markov decision processes. We consider both the discounted and undiscounted processes under the standard and…
Borrowing From the Future: Addressing Double Sampling in Model-free Control
Yuhua Zhu, Zach Izzo, Lexing Ying
In model-free reinforcement learning, the temporal difference method and its variants become unstable when combined with nonlinear function approximations. Bellman residual minimiz…
Borrowing From the Future: An Attempt to Address Double Sampling
Yuhua Zhu, Lexing Ying
For model-free reinforcement learning, one of the main difficulty of stochastic Bellman residual minimization is the double sampling problem, i.e., while only one single sample for…