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0111 · Sep 201919922001200920172026
3 results for meta-strategy

Optimal online learning for joint pricing and resource allocation.

problem Maximizing net profit in dynamic pricing and resource allocation with stochastic demand.
method Developed an efficient algorithm using a Lower-Confidence Bound (LCB) meta-strategy over multiple OCO agents.
result Achieved ildeO(Tmn) ilde{O}(\sqrt{Tmn}) regret, optimal with respect to time horizon TT.

Most meta reinforcement learning (meta-RL) methods learn to adapt to new tasks by directly optimizing the parameters of policies over primitive action space. Such algorithms work well in tasks with relatively slight difference. However, when the task distribution becomes wider, it would be quite inefficient to directly…

2019-09-30abs ↗pdf ↗