Search Results for author: Duksang Lee

Found 2 papers, 0 papers with code

Online Resource Allocation in Episodic Markov Decision Processes

no code implementations18 May 2023 Duksang Lee, William Overman, Dabeen Lee

For the observe-then-decide regime, we prove that the expected regret against the dynamic clairvoyant optimal policy is bounded by $\tilde O(\rho^{-1}{H^{3/2}}S\sqrt{AT})$ where $\rho\in(0, 1)$ is the budget parameter, $H$ is the length of the horizon, $S$ and $A$ are the numbers of states and actions, and $T$ is the number of episodes.

Decision Making

Projection-Free Online Convex Optimization with Stochastic Constraints

no code implementations2 May 2023 Duksang Lee, Nam Ho-Nguyen, Dabeen Lee

This paper develops projection-free algorithms for online convex optimization with stochastic constraints.

Stochastic Optimization

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