Sequential Decision-making
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Continuous-in-time Limit for Bayesian Bandits. [pdf]
Yuhua Zhu, Zachary Izzo and Lexing Ying.
Journal of Machine Learning Research, 2023.
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Operator Augmentation for Model-based Policy Evaluation. [pdf]
Xun Tang, Lexing Ying and Yuhua Zhu*.
Communications in Mathematical Sciences, 2023.
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Variational Actor-Critic Algorithms. [pdf]
Yuhua Zhu and Lexing Ying.
ESAIM: Control, Optimisation and Calculus of Variations, 2023.
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A Note on Optimization Formulations of Markov Decision Processes. [pdf]
Lexing Ying and Yuhua Zhu.
Communications in Mathematical Sciences, 2021, to appear.
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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.
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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.
*: Alphabetical authorship.