7 papers
Nonlinear Bandit
Tianshuo Zheng, Ting Wu, Zhi-Hua Zhou +1
In this paper we first study the problem of generalized linear bandit (GLB) under heavy-tailed noise. The characteristics of heavy-tailed distributions are widely observed in real-…
General Formulation and PCL-Analysis for Restless Bandits with Limited Observability
Keqin Liu, Qizhen Jia
In this paper, we consider a general observation model for restless multi-armed bandit problems. The operation of the player is based on the past observation history that is limite…
Extended UCB Policies for Multi-armed Bandit Problems
Keqin Liu, Tianshuo Zheng, Zhi-Hua Zhou
The multi-armed bandit (MAB) problems are widely studied in fields of operations research, stochastic optimization, and reinforcement learning. In this paper, we consider the class…
Generalization and Alternative Proof of Two Identities Posed by Sun
Keqin Liu
We study two identities involving roots of unity and determinants of Hermitian matrices which have been recently proved by using the famous eigenvector-eigenvalue identity for norm…
Relaxed Indexability and Index Policy for Partially Observable Restless Bandits
Keqin Liu
This paper addresses an important class of restless multi-armed bandit (RMAB) problems that finds broad application in operations research, stochastic optimization, and reinforceme…
On a determinant involving linear combinations of Legendre symbols
Keqin Liu, Zhi-Wei Sun, Li-Yuan Wang
In this paper, we prove a conjecture of the second author by evaluating the determinant $$\det\left[x + \left(\frac{i-j}p\right) + \left(\frac ip\right)y + \left(\frac jp\right)z +…