2 papers
stat.ML2024
Minimax-optimal trust-aware multi-armed bandits
Changxiao Cai, Jiacheng Zhang
Multi-armed bandit (MAB) algorithms have achieved significant success in sequential decision-making applications, under the premise that humans perfectly implement the recommended…
math.OC2022
Agency problem and mean field system of agents with moral hazard, synergistic effects and accidents
Thibaut Mastrolia, Jiacheng Zhang
We investigate the existence of an optimal policy to monitor a mean field systems of agents managing a risky project under moral hazard with accidents modeled by Lévy processes mag…