1 code implementation • 17 Jul 2019 • Adrian Rivera Cardoso, Jacob Abernethy, He Wang, Huan Xu
Finding the Nash Equilibrium (NE) of a two player zero-sum game is core to many problems in statistics, optimization, and economics, and for a fixed game matrix this can be easily reduced to solving a linear program.
no code implementations • NeurIPS 2019 • Adrian Rivera Cardoso, He Wang, Huan Xu
We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner.
no code implementations • 1 Oct 2018 • Adrian Rivera Cardoso, Huan Xu
Motivated by applications in clinical trials and finance, we study the problem of online convex optimization (with bandit feedback) where the decision maker is risk-averse.
no code implementations • 6 Jul 2018 • Adrian Rivera Cardoso, Rachel Cummings
Our algorithm using bandit feedback is $\epsilon$-differentially private and achieves expected regret $\tilde{O}\left(\frac{n^{3/2}T^{3/4}}{\epsilon}\right)$.
