2 papers
cs.LG2026
Multi-Armed Bernoulli Bandits via Minimax Single-Arm Stopping
Huikang Liu, Zhengchao Wang, Daniel Kuhn +1
We develop an index policy for finite-horizon Bernoulli multi-armed bandits from minimax solutions to single-arm bandit (SAB) problems. Each SAB problem involves choosing between a…
math.OC2024
An MILP-Based Solution Scheme for Factored and Robust Factored Markov Decision Processes
Huikang Liu, Wolfram Wiesemann, Man-Chung Yue
Factored Markov decision processes (MDPs) are a prominent paradigm within the artificial intelligence community for modeling and solving large-scale MDPs whose rewards and dynamics…