3 papers
cs.LG2024
Improved Regret Bound for Safe Reinforcement Learning via Tighter Cost Pessimism and Reward Optimism
Kihyun Yu, Duksang Lee, William Overman +1
This paper studies the safe reinforcement learning problem formulated as an episodic finite-horizon tabular constrained Markov decision process with an unknown transition kernel an…
math.OC2023
Projection-Free Online Convex Optimization with Stochastic Constraints
Duksang Lee, Nam Ho-Nguyen, Dabeen Lee
This paper develops projection-free algorithms for online convex optimization with stochastic constraints. We design an online primal-dual projection-free framework that can take a…
cs.DS2023
Online Resource Allocation in Episodic Markov Decision Processes
Duksang Lee, William Overman, Dabeen Lee
This paper studies a long-term resource allocation problem over multiple periods where each period requires a multi-stage decision-making process. We formulate the problem as an on…