29 citations · 68 across the 26 of their papers we have counts for
28 papers
Deep Reinforcement Learning: A Convex Optimization Approach
Ather Gattami
In this paper, we consider reinforcement learning of nonlinear systems with continuous state and action spaces. We present an episodic learning algorithm, where we for each episode…
Decentralized Online Bandit Optimization on Directed Graphs with Regret Bounds
Johan Östman, Ather Gattami, Daniel Gillblad
We consider a decentralized multiplayer game, played over rounds, with a leader-follower hierarchy described by a directed acyclic graph. For each round, the graph structure di…
Learning Team Decisions
Olle Kjellqvist, Ather Gattami
In this paper, we treat linear quadratic team decision problems, where a team of agents minimizes a convex quadratic cost function over time steps subject to possibly distinct…
Model-Free Algorithm and Regret Analysis for MDPs with Long-Term Constraints
Qinbo Bai, Vaneet Aggarwal, Ather Gattami
In the optimization of dynamical systems, the variables typically have constraints. Such problems can be modeled as a constrained Markov Decision Process (CMDP). This paper conside…
Provably Efficient Model-Free Algorithm for MDPs with Peak Constraints
Qinbo Bai, Vaneet Aggarwal, Ather Gattami
In the optimization of dynamic systems, the variables typically have constraints. Such problems can be modeled as a Constrained Markov Decision Process (CMDP). This paper considers…
Conditional Mutual information-based Contrastive Loss for Financial Time Series Forecasting
Hanwei Wu, Ather Gattami, Markus Flierl
We present a representation learning framework for financial time series forecasting. One challenge of using deep learning models for finance forecasting is the shortage of availab…