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math.OC2024
Model Predictive Control is Almost Optimal for Restless Bandit
Nicolas Gast, Dheeraj Narasimha
We consider the discrete time infinite horizon average reward restless markovian bandit (RMAB) problem. We propose a \emph{model predictive control} based non-stationary policy wit…
cs.LG2024
CONGO: Compressive Online Gradient Optimization
Jeremy Carleton, Prathik Vijaykumar, Divyanshu Saxena +3
We address the challenge of zeroth-order online convex optimization where the objective function's gradient exhibits sparsity, indicating that only a small number of dimensions pos…