17 citations · 26 across the 9 of their papers we have counts for
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math.OC2022★ 2 cited
Optimal Computing Budget Allocation for Data-driven Ranking and Selection
Yuhao Wang, Enlu Zhou
In a fixed budget ranking and Selection (R&S) problem, one aims to identify the best design among a finite number of candidates by efficiently allocating the given computing budget…
cs.LG2022
Risk-averse Contextual Multi-armed Bandit Problem with Linear Payoffs
Yifan Lin, Yuhao Wang, Enlu Zhou
In this paper we consider the contextual multi-armed bandit problem for linear payoffs under a risk-averse criterion. At each round, contexts are revealed for each arm, and the dec…