no code implementations • 31 Mar 2023 • Vincent Leon, S. Rasoul Etesami
We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution.
no code implementations • 23 Mar 2021 • Vincent Leon, S. Rasoul Etesami
In this paper, we study the strategic allocation of limited resources using a Colonel Blotto game (CBG) under a dynamic setting and analyze the problem using an online learning approach.
no code implementations • 2 Jan 2020 • S. Rasoul Etesami, Negar Kiyavash, Vincent Leon, H. Vincent Poor
We consider a learning system based on the conventional multiplicative weight (MW) rule that combines experts' advice to predict a sequence of true outcomes.