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Online Markov Decision Processes
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Online Markov Decision Processes (2009)Online Markov Decision ProcessesRobust Control of Markov Decision Processes with Uncertain Transition Matrices (2005)Robust Control of Markov Deci…Efficient algorithms for online decision problems (2004)Efficient algorithms for onli…Adaptive and self-confident on-line learning algorithms (2002)Adaptive and self-confident o…On‐Line Portfolio Selection Using Multiplicative Updates (1998)On‐Line Portfolio Selection U…Universal portfolios with and without transaction costs (1997)Universal portfolios with and…How to use expert advice (1997)How to use expert adviceExponentiated Gradient versus Gradient Descent for Linear Predictors (1997)Exponentiated Gradient versus…Additive versus exponentiated gradient updates for linear prediction (1995)Additive versus exponentiated…Corruption-Robust Exploration in Episodic Reinforcement Learning (2024)Corruption-Robust Exploration…Logarithmic Regret for Adversarial Online Control (2020)Logarithmic Regret for Advers…Improper Learning for Non-Stochastic Control (2020)Improper Learning for Non-Sto…Online Linear Quadratic Control (2018)Online Linear Quadratic Contr…Online learning in Markov Decision Processes with changing reward sequences (2015)Online learning in Markov Dec…Online Markov Decision Processes Under Bandit Feedback (2014)Online Markov Decision Proces…Online Learning in Markov Decision Processes with Adversarially Chosen Transition Probability Distributions (2013)Online Learning in Markov Dec…The adversarial stochastic shortest path problem with unknown transition probabilities (2012)The adversarial stochastic sh…Online Bandit Learning against an Adaptive Adversary: from Regret to Policy Regret (2012)Online Bandit Learning agains…The Online Loop-free Stochastic Shortest-Path Problem. (2010)The Online Loop-free Stochast…Online learning in Markov decision processes with arbitrarily changing rewards and transitions (2009)Online learning in Markov dec…A Game of Prediction with Expert Advice (1998)Can We Learn to Beat the Best Stock (2004)“Options, Futures, and Other Derivatives” (2016)A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem (2017)Contributions to the theory of games. (1960)The Asymptotic Theory of Extreme Order Statistics (1990)Adaptive Game Playing Using Multiplicative Weights (1999)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Near-optimal Regret Bounds for Reinforcement Learning (2010)Bandits with switching costs (2014)Delay and Cooperation in Nonstochastic Bandits (2016)Tracking the Best Expert (1998)Tracking a Small Set of Experts by Mixing Past Posteriors (2001)Improved second-order bounds for prediction with expert advice (2006)Regret Minimization Under Partial Monitoring (2006)Portfolio Selection with Transaction Costs (1990)Efficient algorithms for universal portfolios (2002)Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection (2013)Moving average reversion strategy for on-line portfolio selection (2015)Some aspects of the sequential design of experiments (1952)Learning Prices for Repeated Auctions with Strategic Buyers (2013)Online Learning: A Modern Introduction Using Convex Optimization (2019)Nearly Minimax-Optimal Regret for Linearly Parameterized Bandits (2023)Online convex programming and generalized infinitesimal gradient ascent (2003)Algorithms for portfolio management based on the Newton method (2006)Combinatorial bandits (2012)From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planning (2014)Selected topics in robust convex optimization (2007)Robust Markov Decision Processes (2012)Quantifying Distributional Model Risk via Optimal Transport (2019)Sequential prediction of individual sequences under general loss functions (1998)Relative Loss Bounds for Multidimensional Regression Problems (2001)Online convex optimization in the bandit setting: gradient descent without a gradient (2004)Introduction to Online Convex Optimization (2016)Introduction to Online Convex Optimization (2016)
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References

  • 1997Exponentiated Gradient versus Gradient Descent for Linear Predictors856 cited
  • 2005Robust Control of Markov Decision Processes with Uncertain Transition Matrices700 cited
  • 1997How to use expert advice631 cited
  • 2004Efficient algorithms for online decision problems595 cited
  • 1998On‐Line Portfolio Selection Using Multiplicative Updates387 cited
  • 1995Additive versus exponentiated gradient updates for linear prediction221 cited
  • 2002Adaptive and self-confident on-line learning algorithms181 cited
  • 1997Universal portfolios with and without transaction costs151 cited

Cited by

  • 2012Online Bandit Learning against an Adaptive Adversary: from Regret to Policy Regret121 cited
  • 2014Online Markov Decision Processes Under Bandit Feedback101 cited
  • 2020Improper Learning for Non-Stochastic Control76 cited
  • 2018Online Linear Quadratic Control52 cited
  • 2024Corruption-Robust Exploration in Episodic Reinforcement Learning49 cited
  • 2012The adversarial stochastic shortest path problem with unknown transition probabilities49 cited
  • 2013Online Learning in Markov Decision Processes with Adversarially Chosen Transition Probability Distributions

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44 cited
  • 2015Online learning in Markov Decision Processes with changing reward sequences42 cited
  • 2020Logarithmic Regret for Adversarial Online Control37 cited
  • 2009Online learning in Markov decision processes with arbitrarily changing rewards and transitions35 cited
  • 2010The Online Loop-free Stochastic Shortest-Path Problem.34 cited