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math.OC2012
Stochastic dominance-constrained Markov decision processes
William B. Haskell, Rahul Jain
We are interested in risk constraints for infinite horizon discrete time Markov decision processes (MDPs). Starting with average reward MDPs, we show that increasing concave stocha…
math.OC2012★ 17 cited
Decentralized Learning for Multi-player Multi-armed Bandits
Dileep Kalathil, Naumaan Nayyar, Rahul Jain
We consider the problem of distributed online learning with multiple players in multi-armed bandits (MAB) models. Each player can pick among multiple arms. When a player picks an a…