82 citations · 168 across the 21 of their papers we have counts for
4 papers · 1 filter
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…
Streamlining Energy Transition Scenarios to Key Policy Decisions
Florian Joseph Baader, Stefano Moret, Wolfram Wiesemann +2
Uncertainties surrounding the energy transition often lead modelers to present large sets of scenarios that are challenging for policymakers to interpret and act upon. An alternati…
Partial Policy Iteration for L1-Robust Markov Decision Processes
Chin Pang Ho, Marek Petrik, Wolfram Wiesemann
Robust Markov decision processes (MDPs) allow to compute reliable solutions for dynamic decision problems whose evolution is modeled by rewards and partially-known transition proba…
Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation
Viet Anh Nguyen, Soroosh Shafieezadeh-Abadeh, Man-Chung Yue +2
The likelihood function is a fundamental component in Bayesian statistics. However, evaluating the likelihood of an observation is computationally intractable in many applications.…