Data-Driven Stochastic Optimization Using Upper Confidence Bounds: Performance Guarantees and Distributional Robustness

Youngchae Cho, Insoon Yang. Data-Driven Stochastic Optimization Using Upper Confidence Bounds: Performance Guarantees and Distributional Robustness. In 62nd IEEE Conference on Decision and Control, CDC 2023, Singapore, December 13-15, 2023. pages 8280-8285, IEEE, 2023. [doi]

Abstract

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