A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
We give a simple optimistic algorithm for which it is easy to derive regret bounds of O~(tmixSAT) after T steps in uniformly ergodic Markov decision processes with S states, A actions, and mixing time parameter tmix. These bounds are the first regret bounds in the general, non-epi…
Control of non-episodic, finite-horizon dynamical systems with uncertain dynamics poses a tough and elementary case of the exploration-exploitation trade-off. Bayesian reinforcement learning, reasoning about the effect of actions and future observations, offers a principled solution, but is intractable. We review, then…
Restless bandit problems assume time-varying reward distributions of the arms, which adds flexibility to the model but makes the analysis more challenging. We study learning algorithms over the unknown reward distributions and prove a sub-linear, O(TlogT), regret bound for a variant of Thompson sampling. Our…
Study designs incentives for adapting multi-agent systems without knowing their learning dynamics.
problem Designing incentives for an adapting population in multi-agent systems without prior knowledge of their learning dynamics.
method Introduces a model-based non-episodic Reinforcement Learning (RL) formulation for steering Markovian agents towards desired policies, focusing on history-dependent strategies to handle model uncertainty.
result Identifies conditions for the existence of steering strategies to guide agents to desired policies and provides empirical algorithms to approximately solve the objective.