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math.OC2024
A Single-Loop Robust Policy Gradient Method for Robust Markov Decision Processes
Zhenwei Lin, Chenyu Xue, Qi Deng +1
Robust Markov Decision Processes (RMDPs) have recently been recognized as a valuable and promising approach to discovering a policy with creditable performance, particularly in the…
cs.LG2024
Decoupling Learning and Decision-Making: Breaking the Barrier in Online Resource Allocation with First-Order Methods
Wenzhi Gao, Chunlin Sun, Chenyu Xue +2
Online linear programming plays an important role in both revenue management and resource allocation, and recent research has focused on developing efficient first-order online lea…