Sequential Decision-making

  • Continuous-in-time Limit for Bayesian Bandits. [pdf]

Yuhua Zhu, Zachary Izzo and Lexing Ying. 

Preprint.

  • Operator Augmentation for Model-based Policy Evaluation. [pdf]

Xun Tang, Lexing Ying and Yuhua Zhu*. 

Preprint.

  • Variational Actor-Critic Algorithms. [pdf]

Yuhua Zhu and Lexing Ying.

Preprint.

  • A Note on Optimization Formulations of Markov Decision Processes. [pdf]

Lexing Ying and Yuhua Zhu.

Communications in Mathematical Sciences, 2021, to appear.

  • Borrowing From the Future: Addressing Double Sampling in Model-free Control. [pdf]

Yuhua Zhu, Zachary Izzo and Lexing Ying

Mathematical and Scientific Machine Learning, PMLR, 2021.

  • Borrowing From the Future: An Attempt to Address Double Sampling. [pdf]

Yuhua Zhu and Lexing Ying.

Mathematical and Scientific Machine Learning, PMLR 107:246-268, 2020.