Hedging the Drift: Learning to Optimize under Non-Stationarity

4 March 2019

Papers citing "Hedging the Drift: Learning to Optimize under Non-Stationarity"

16 / 16 papers shown

Title
Beyond IID: data-driven decision-making in heterogeneous environments Omar Besbes Will Ma Omar Mouchtaki 42 7 0 03 Jan 2025
Practical Performative Policy Learning with Strategic Agents Qianyi Chen Ying Chen Bo Li 101 0 0 02 Dec 2024
Lower Bounds for Time-Varying Kernelized Bandits Xu Cai Jonathan Scarlett 36 0 0 22 Oct 2024
Variance-Dependent Regret Bounds for Non-stationary Linear Bandits Zhiyong Wang Jize Xie Yi Chen J. C. Lui Dongruo Zhou 28 0 0 15 Mar 2024
A Stability Principle for Learning under Non-Stationarity Chengpiao Huang Kaizheng Wang 39 2 0 27 Oct 2023
BOF-UCB: A Bayesian-Optimistic Frequentist Algorithm for Non-Stationary Contextual Bandits Nicklas Werge Abdullah Akgul M. Kandemir 38 0 0 07 Jul 2023
Revisiting Weighted Strategy for Non-stationary Parametric Bandits Jing Wang Peng Zhao Zhihong Zhou 30 5 0 05 Mar 2023
Rectified Pessimistic-Optimistic Learning for Stochastic Continuum-armed Bandit with Constraints Heng Guo Qi Zhu Xin Liu 29 11 0 27 Nov 2022
Offline Deep Reinforcement Learning for Dynamic Pricing of Consumer Credit Raad Khraishi Ramin Okhrati OffRL 23 5 0 06 Mar 2022
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 27 167 0 08 Dec 2021
Sublinear Regret for Learning POMDPs Yi Xiong Ningyuan Chen Xuefeng Gao Xiang Zhou 23 25 0 08 Jul 2021
Bayesian decision-making under misspecified priors with applications to meta-learning Max Simchowitz Christopher Tosh A. Krishnamurthy Daniel J. Hsu Thodoris Lykouris Miroslav Dudík Robert Schapire 22 49 0 03 Jul 2021
A Simple Approach for Non-stationary Linear Bandits Peng Zhao Lijun Zhang Yuan Jiang Zhi-Hua Zhou 31 81 0 09 Mar 2021
An empirical evaluation of active inference in multi-armed bandits D. Marković Hrvoje Stojić Sarah Schwöbel S. Kiebel 40 34 0 21 Jan 2021
Reinforcement Learning for Non-Stationary Markov Decision Processes: The Blessing of (More) Optimism Wang Chi Cheung D. Simchi-Levi Ruihao Zhu OffRL 6 93 0 24 Jun 2020
Algorithms for Non-Stationary Generalized Linear Bandits Yoan Russac Olivier Cappé Aurélien Garivier 43 23 0 23 Mar 2020