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05/13/2023
Thompson Sampling for Parameterized Markov Decision Processes with Uninformative Actions
We study parameterized MDPs (PMDPs) in which the key parameters of inter...
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05/26/2021
A data-driven approach to beating SAA out-of-sample
While solutions of Distributionally Robust Optimization (DRO) problems c...
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10/21/2020
Worst-case sensitivity
We introduce the notion of Worst-Case Sensitivity, defined as the worst-...
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11/17/2017