2 papers
cs.LG2024
Sample Complexity Characterization for Linear Contextual MDPs
Junze Deng, Yuan Cheng, Shaofeng Zou +1
Contextual Markov decision processes (CMDPs) describe a class of reinforcement learning problems in which the transition kernels and reward functions can change over time with diff…
eess.SP2023
Quickest Change Detection in Autoregressive Models
Zhongchang Sun, Shaofeng Zou
The problem of quickest change detection (QCD) in autoregressive (AR) models is investigated. A system is being monitored with sequentially observed samples. At some unknown time,…