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Learning-based robust optimization : procedures and statistical guarantees
Hong, L. Jeff; Huang, Zhiyuan; Lam, Henry - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3447-3467
Persistent link: https://www.econbiz.de/10012606927
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Efficient learning for clustering and optimizing context-dependent designs
Li, Haidong; Lam, Henry; Peng, Yijie - In: Operations research 72 (2024) 2, pp. 617-638
Persistent link: https://www.econbiz.de/10014520851
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Uncertainty quantification and exploration for reinforcement learning
Zhu, Yi; Dong, Jing; Lam, Henry - In: Operations research 72 (2024) 4, pp. 1689-1709
Persistent link: https://www.econbiz.de/10015045690
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Distributionally robust batch contextual bandits
Si, Nian; Zhang, Fan; Zhou, Zhengyuan; Blanchet, Jose - In: Management science : journal of the Institute for … 69 (2023) 10, pp. 5772-5793
Persistent link: https://www.econbiz.de/10014392981
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Delay-adaptive learning in generalized linear contextual bandits
Blanchet, Jose; Xu, Renyuan; Zhou, Zhengyuan - In: Mathematics of operations research 49 (2024) 1, pp. 326-345
Persistent link: https://www.econbiz.de/10014527947