31 citations · 31 across the 2 of their papers we have counts for
2 papers
stat.ML2024
Learning Optimal Distributionally Robust Stochastic Control in Continuous State Spaces
Shengbo Wang, Jason Meng, Nian Si +2
We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply cha…
cs.LG2020★ 31 cited
Sequential Batch Learning in Finite-Action Linear Contextual Bandits
Yanjun Han, Zhengqing Zhou, Zihao Hu +4
We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at…