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math.OC2022
Diffusive limit approximation of pure jump optimal ergodic control problems
Marc Abeille, Bruno Bouchard, Lorenzo Croissant
Motivated by the design of fast reinforcement learning algorithms, we study the diffusive limit of a class of pure jump ergodic stochastic control problems. We show that, whenever…
cs.LG2022
Jointly Efficient and Optimal Algorithms for Logistic Bandits
Louis Faury, Marc Abeille, Kwang-Sung Jun +1
Logistic Bandits have recently undergone careful scrutiny by virtue of their combined theoretical and practical relevance. This research effort delivered statistically efficient al…