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]

@inproceedings{ChoY23,
  title = {Data-Driven Stochastic Optimization Using Upper Confidence Bounds: Performance Guarantees and Distributional Robustness},
  author = {Youngchae Cho and Insoon Yang},
  year = {2023},
  doi = {10.1109/CDC49753.2023.10383596},
  url = {https://doi.org/10.1109/CDC49753.2023.10383596},
  researchr = {https://researchr.org/publication/ChoY23},
  cites = {0},
  citedby = {0},
  pages = {8280-8285},
  booktitle = {62nd IEEE Conference on Decision and Control, CDC 2023, Singapore, December 13-15, 2023},
  publisher = {IEEE},
  isbn = {979-8-3503-0124-3},
}