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01/30/2023
Regret Bounds for Markov Decision Processes with Recursive Optimized Certainty Equivalents
The optimized certainty equivalent (OCE) is a family of risk measures th...
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06/13/2022
Convergence of Simulated Annealing Using Kinetic Langevin Dynamics
We study the simulated annealing algorithm based on the kinetic Langevin...
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12/02/2019
