2 papers
cs.LG2026
Reinforcement Learning for Continuous-Time Jump Markov Decision Processes with Applications to Network Dynamic Pricing
Huiling Meng, Ningyuan Chen, Xuefeng Gao
We study reinforcement learning (RL) in Continuous-Time Jump Markov Decision Processes (CTJMDPs) featuring general discrete state spaces (which need not possess a vector space stru…
cs.LG2026
Design Experiments to Compare Multi-armed Bandit Algorithms
Huiling Meng, Ningyuan Chen, Xuefeng Gao
Online platforms routinely compare multi-armed bandit algorithms, such as UCB and Thompson Sampling, to select the best-performing policy. Unlike standard A/B tests for static trea…