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Online Learning in Markov Decision Processes with Adversarially Chosen Transition Probability Distributions
13 references·2 citing·31 second hop
Online Learning in Markov Decision Processes with Adversarially Chosen Transition Probability Distributions (2013)Online Learning in Markov Decision Proces…Online Learning for Linearly Parametrized Control Problems (2013)Online Learning for Linearly …The adversarial stochastic shortest path problem with unknown transition probabilities (2012)The adversarial stochastic sh…Regret Bounds for the Adaptive Control of Linear Quadratic Systems (2011)Regret Bounds for the Adaptiv…Improved Algorithms for Linear Stochastic Bandits (2011)Improved Algorithms for Linea…Regret Minimization for Online Buffering Problems Using the Weighted Majority Algorithm. (2010)Regret Minimization for Onlin…Online Markov Decision Processes under Bandit Feedback (2010)Online Markov Decision Proces…Near-optimal Regret Bounds for Reinforcement Learning (2010)Near-optimal Regret Bounds fo…Online Markov Decision Processes (2009)Online Markov Decision Proces…Stochastic Linear Optimization Under Bandit Feedback (2008)Stochastic Linear Optimizatio…Prediction, Learning, and Games (2006)Prediction, Learning, and Gam…Experts in a Markov Decision Process (2004)Experts in a Markov Decision …Efficient algorithms for online decision problems (2004)Efficient algorithms for onli…Using confidence bounds for exploitation-exploration trade-offs (2003)Using confidence bounds for e…Reinforcement Learning for Non-Stationary Markov Decision Processes: The Blessing of (More) Optimism (2020)Reinforcement Learning for No…Logarithmic Regret for Adversarial Online Control (2020)Logarithmic Regret for Advers…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Online Learning and Online Convex Optimization (2011)Online Learning and Online Convex Optimization (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Theory of games and economic behavior (2019)The Nonstochastic Multiarmed Bandit Problem (2002)Confronting Deep Uncertainties in Risk Analysis (2012)A Tutorial on Thompson Sampling (2018)Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)How to use expert advice (1997)Robust Control of Markov Decision Processes with Uncertain Transition Matrices (2005)Online Bandit Learning against an Adaptive Adversary: from Regret to Policy Regret (2012)Online Markov Decision Processes Under Bandit Feedback (2014)Improper Learning for Non-Stochastic Control (2020)Some aspects of the sequential design of experiments (1952)Introduction to Multi-Armed Bandits (2019)Bandit Algorithms (2020)Contributions to the theory of games. (1960)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)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Thompson Sampling for Contextual Bandits with Linear Payoffs (2012)Learning to Optimize via Posterior Sampling (2014)Bandits with switching costs (2014)Delay and Cooperation in Nonstochastic Bandits (2016)Contextual Bandits with Linear Payoff Functions (2011)Partial Monitoring with Side Information (2012)Naive Exploration is Optimal for Online LQR (2020)
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References

  • 2006Prediction, Learning, and Games3,176 cited
  • 2003Using confidence bounds for exploitation-exploration trade-offs1,189 cited
  • 2011Improved Algorithms for Linear Stochastic Bandits860 cited
  • 2010Near-optimal Regret Bounds for Reinforcement Learning718 cited
  • 2004Efficient algorithms for online decision problems595 cited
  • 2008Stochastic Linear Optimization Under Bandit Feedback581 cited
  • 2011Regret Bounds for the Adaptive Control of Linear Quadratic Systems213 cited
  • 2009Online Markov Decision Processes137 cited
  • 2013Online Learning for Linearly Parametrized Control Problems90 cited
  • 2010Online Markov Decision Processes under Bandit Feedback88 cited
  • 2004Experts in a Markov Decision Process67 cited
  • 2010Regret Minimization for Online Buffering Problems Using the Weighted Majority Algorithm.51 cited
  • 2012The adversarial stochastic shortest path problem with unknown transition probabilities49 cited

Cited by

  • 2020Reinforcement Learning for Non-Stationary Markov Decision Processes: The Blessing of (More) Optimism40 cited
  • 2020Logarithmic Regret for Adversarial Online Control37 cited

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