Feature misspecification in sequential learning problems
We consider a class of sequential learning problems where a decision maker must learn the
unknown statistical characteristics of a finite set of alternatives (or systems) using sequential …
unknown statistical characteristics of a finite set of alternatives (or systems) using sequential …
Best-Arm Identification with High-Dimensional Features
D Ahn, D Shin, L Zheng - 2024 Winter Simulation Conference …, 2024 - ieeexplore.ieee.org
Given a collection of stochastic systems (or arms), we focus on the problem of identifying the
best system with the highest expected payoff by learning the unknown statistical …
best system with the highest expected payoff by learning the unknown statistical …
Risk-Sensitive Ordinal Optimization
D Ahn, T Kim - 2023 Winter Simulation Conference (WSC), 2023 - ieeexplore.ieee.org
We consider the problem of risk-sensitive ordinal optimization, which aims to identify the"
least risky" system among a finite number of stochastic systems. Each system's riskiness is …
least risky" system among a finite number of stochastic systems. Each system's riskiness is …