← Search

Mengzi Amy Guo

2 accepted papers

2023

No-Regret Learning in Dynamic Competition with Reference Effects Under Logit Demand

NeurIPS 2023poster

This work is dedicated to the algorithm design in a competitive framework, with the primary goal of learning a stable equilibrium. We consider the dynamic price competition between two firms operating within an opaque marketplace, where each firm lacks information about its competitor. The demand fo…

Cited by 2SourcePDFScholar
2023

Policy-Based Primal-Dual Methods for Convex Constrained Markov Decision Processes

AAAI 2023technical

We study convex Constrained Markov Decision Processes (CMDPs) in which the objective is concave and the constraints are convex in the state-action occupancy measure. We propose a policy-based primal-dual algorithm that updates the primal variable via policy gradient ascent and updates the dual varia…

Cited by 15SourcePDFScholar