6 accepted papers
We study infinite-horizon discounted Markov decision processes (DMDPs) under a generative model. Motivated by the Algorithms with Advice framework (Mitzenmacher and Vassilvitskii, 2022), we propose a novel framework to investigate how black-box predictions of the transition matrix can enhance sample…
Dynamic pricing with resource constraints is a critical challenge in online learning, requiring a delicate balance between exploring unknown demand patterns and exploiting known information to maximize revenue. We propose three tailored algorithms to address this problem across varying levels of pri…
Reinforcement learning (RL) has proven to be well-performed and versatile in inventory control (IC). However, further improvement of RL algorithms in the IC domain is impeded by two limitations of online experience. First, online experience is expensive to acquire in real-world applications. With th…
We consider the reinforcement learning problem for the constrained Markov decision process (CMDP), which plays a central role in satisfying safety or resource constraints in sequential learning and decision-making. In this problem, we are given finite resources and a MDP with unknown transition prob…
We study the contextual bandits with knapsack (CBwK) problem under the high-dimensional setting where the dimension of the feature is large. We investigate how to exploit the sparsity structure to achieve improved regret for the CBwK problem. To this end, we first develop an online variant of the ha…
In this paper, we study the problem of bandits with knapsacks (BwK) in a non-stationary environment. The BwK problem generalizes the multi-arm bandit (MAB) problem to model the resource consumption associated with playing each arm. At each time, the decision maker/player chooses to play an arm, and…