2 papers
cs.LG2024
Structural Estimation of Markov Decision Processes in High-Dimensional State Space with Finite-Time Guarantees
Siliang Zeng, Mingyi Hong, Alfredo Garcia
We consider the task of estimating a structural model of dynamic decisions by a human agent based upon the observable history of implemented actions and visited states. This proble…
math.OC2024
First-Order Algorithms Without Lipschitz Gradient: A Sequential Local Optimization Approach
Junyu Zhang, Mingyi Hong
First-order algorithms have been popular for solving convex and non-convex optimization problems. A key assumption for the majority of these algorithms is that the gradient of the…