82 citations · 168 across the 21 of their papers we have counts for
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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…
A Shrinkage Path Heuristic for Wasserstein Distributionally Robust Optimization
Lingjun Meng, Ryan Cory-Wright, Wolfram Wiesemann
Wasserstein distributionally robust optimization (DRO) is a versatile and widely adopted framework for decision-making under uncertainty, yet its standard deterministic reformulati…
Efficient Algorithms for Robust Markov Decision Processes with -Rectangular Ambiguity Sets
Chin Pang Ho, Marek Petrik, Wolfram Wiesemann
Robust Markov decision processes (MDPs) have attracted significant interest due to their ability to protect MDPs from poor out-of-sample performance in the presence of ambiguity. I…