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08/24/2022
Oracle-free Reinforcement Learning in Mean-Field Games along a Single Sample Path
We consider online reinforcement learning in Mean-Field Games. In contra...
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08/05/2022
Catoni-style Confidence Sequences under Infinite Variance
In this paper, we provide an extension of confidence sequences for setti...
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06/22/2022
Offline Change Detection under Contamination
In this work, we propose a non-parametric and robust change detection al...
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09/29/2021
Adversarial Linear-Quadratic Mean-Field Games over Multigraphs
In this paper, we propose a game between an exogenous adversary and a ne...
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09/09/2021
Extreme Bandits using Robust Statistics
We consider a multi-armed bandit problem motivated by situations where o...
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04/09/2020