Zhengqing Zhou

activity

20192026

most citedBatched Multi-armed Bandits Problem

41 citations · 88 across the 7 of their papers we have counts for

collaborators

Showing math.PRShow all

2 papers · 1 filter

math.PR2026

Sharp small-deviation inequalities for sums of independent nonnegative random variables

Weibo Fu, Yanjun Han, Guanyang Wang +3

Let $(X_{1}, \dots, X_{n})$ be independent nonnegative random variables with $E X_{i} \leq 1$ , and write $S = \sum_{i} X_{i}$ . For $δ > 0$ , we prove that \[ \mathbb{P}\left(S<\mathbb{E} S+δ\…

math.PR2021★ 1 cited

Distributionally Robust Martingale Optimal Transport

Zhengqing Zhou, Jose Blanchet, Peter W. Glynn

We study the problem of bounding path-dependent expectations (within any finite time horizon $d$ ) over the class of discrete-time martingales whose marginal distributions lie withi…