Supriyo Ghosh, Laura Wynter, Shiau Hong Lim, Duc Thien Nguyen. Neural-progressive hedging: Enforcing constraints in reinforcement learning with stochastic programming. In James Cussens, Kun Zhang 0001, editors, Uncertainty in Artificial Intelligence, Proceedings of the Thirty-Eighth Conference on Uncertainty in Artificial Intelligence, UAI 2022, 1-5 August 2022, Eindhoven, The Netherlands. Volume 180 of Proceedings of Machine Learning Research, pages 707-717, PMLR, 2022. [doi]
@inproceedings{GhoshWLN22, title = {Neural-progressive hedging: Enforcing constraints in reinforcement learning with stochastic programming}, author = {Supriyo Ghosh and Laura Wynter and Shiau Hong Lim and Duc Thien Nguyen}, year = {2022}, url = {https://proceedings.mlr.press/v180/ghosh22a.html}, researchr = {https://researchr.org/publication/GhoshWLN22}, cites = {0}, citedby = {0}, pages = {707-717}, booktitle = {Uncertainty in Artificial Intelligence, Proceedings of the Thirty-Eighth Conference on Uncertainty in Artificial Intelligence, UAI 2022, 1-5 August 2022, Eindhoven, The Netherlands}, editor = {James Cussens and Kun Zhang 0001}, volume = {180}, series = {Proceedings of Machine Learning Research}, publisher = {PMLR}, }