30 citations · 78 across the 19 of their papers we have counts for
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math.OC2021
Diffusive limit approximation of pure-jump optimal stochastic control problems
Marc Abeille, Bruno Bouchard, Lorenzo Croissant
We consider the diffusive limit of a typical pure-jump Markovian control problem as the intensity of the driving Poisson process tends to infinity. We show that the convergence spe…
cs.LG2021★ 2 cited
Regret Bounds for Generalized Linear Bandits under Parameter Drift
Louis Faury, Yoan Russac, Marc Abeille +1
Generalized Linear Bandits (GLBs) are powerful extensions to the Linear Bandit (LB) setting, broadening the benefits of reward parametrization beyond linearity. In this paper we st…