3 papers
cs.LG2026
Bayesian Learning in Episodic Zero-Sum Games
Chang-Wei Yueh, Andy Zhao, Ashutosh Nayyar +1
We study Bayesian learning in episodic, finite-horizon zero-sum Markov games with unknown transition and reward models. We investigate a posterior algorithm in which each player ma…
math.OC2023
Directional proximal point method for convex optimization
Wen-Liang Hwang, Chang-Wei Yueh
The use of proximal point operators for optimization can be computationally expensive when the dimensionality of a function (i.e., the number of variables) is high. In this study,…
cs.LG2023
Sample Complexity of Kernel-Based Q-Learning
Sing-Yuan Yeh, Fu-Chieh Chang, Chang-Wei Yueh +3
Modern reinforcement learning (RL) often faces an enormous state-action space. Existing analytical results are typically for settings with a small number of state-actions, or simpl…