Improvement of Reinforcement Learning With Supermodularity.
Sign Up to like & getrecommendations! Published in 2023 at "IEEE transactions on neural networks and learning systems"
DOI: 10.1109/tnnls.2023.3244024
Abstract: Reinforcement learning (RL) is a promising approach to tackling learning and decision-making problems in a dynamic environment. Most studies on RL focus on the improvement of state evaluation or action evaluation. In this article, we… read more here.
Keywords: improvement; reinforcement learning; supermodularity; monotonicity cut ... See more keywords
Supermodularity in Two-Stage Distributionally Robust Optimization
Sign Up to like & getrecommendations! Published in 2023 at "Management Science"
DOI: 10.1287/mnsc.2023.4748
Abstract: In this paper, we solve a class of two-stage distributionally robust optimization problems that have the property of supermodularity. We exploit the explicit worst case expectation of supermodular functions and derive the worst case distribution… read more here.
Keywords: problem; supermodularity; two stage; stage ... See more keywords