2 papers
math.OC2026
Sub-optimality bounds for certainty equivalent policies in partially observed systems
Berk Bozkurt, Aditya Mahajan, Ashutosh Nayyar +1
In this paper, we present a generalization of the certainty equivalence principle of stochastic control. One interpretation of the classical certainty equivalence principle for lin…
cs.LG2024
Posterior Sampling-based Online Learning for Episodic POMDPs
Dengwang Tang, Dongze Ye, Rahul Jain +2
Learning in POMDPs is known to be significantly harder than in MDPs. In this paper, we consider the online learning problem for episodic POMDPs with unknown transition and observat…