2 papers
cs.LG2025
Efficiently Solving Discounted MDPs with Predictions on Transition Matrices
Lixing Lyu, Jiashuo Jiang, Wang Chi Cheung
We study infinite-horizon Discounted Markov Decision Processes (DMDPs) under a generative model. Motivated by the Algorithm with Advice framework Mitzenmacher and Vassilvitskii 202…
cs.LG2024
Constrained Online Two-stage Stochastic Optimization: Algorithm with (and without) Predictions
Piao Hu, Jiashuo Jiang, Guodong Lyu +1
We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of periods. At each period, we take the first-stage action, observe a m…