2 papers
math.OC2025
Decision-Dependent Distributionally Robust Optimization with Application to Dynamic Pricing
Chengrui Qu, Huiwen Jia, Pengcheng You
We consider decision-making problems under decision-dependent uncertainty (DDU), where the distribution of uncertain parameters depends on the decision variables and is only observ…
cs.LG2024
Hybrid Transfer Reinforcement Learning: Provable Sample Efficiency from Shifted-Dynamics Data
Chengrui Qu, Laixi Shi, Kishan Panaganti +2
Online Reinforcement learning (RL) typically requires high-stakes online interaction data to learn a policy for a target task. This prompts interest in leveraging historical data t…