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20172024
most citedReinforcement Learning for Non-Stationary Markov Decision Processes: The Blessing of (More) Optimism

25 citations · 33 across the 8 of their papers we have counts for

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stat.ML2023

Regret Distribution in Stochastic Bandits: Optimal Trade-off between Expectation and Tail Risk

David Simchi-Levi, Zeyu Zheng, Feng Zhu

We study the optimal trade-off between expectation and tail risk for regret distribution in the stochastic multi-armed bandit model. We fully characterize the interplay among three…