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cs.LG2023
Provably Efficient Exploration in Constrained Reinforcement Learning:Posterior Sampling Is All You Need
Danil Provodin, Pratik Gajane, Mykola Pechenizkiy +1
We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achi…
cs.GT2023
Bandits for Sponsored Search Auctions under Unknown Valuation Model: Case Study in E-Commerce Advertising
Danil Provodin, Jérémie Joudioux, Eduard Duryev
This paper presents a bidding system for sponsored search auctions under an unknown valuation model. This formulation assumes that the bidder's value is unknown, evolving arbitrari…