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- W2241056583 abstract "OF THE DISSERTATION STOCHASTIC DILEMMAS: FOUNDATIONS AND APPLICATIONS by SERGIU GOSCHIN Dissertation Director: Michael L. Littman and Haym Hirsh One of the significant challenges when solving optimization problems is addressing possible inaccurate or inconsistent function evaluations. Surprisingly and interestingly, this problem is far from trivial even in one of the most basic possible settings: evaluating which of two options is better when the values of the two options are random variables (a stochastic dilemma). Problems in this space have often been studied in the statistics, operations research and computer-science communities under the name of ”multi-armed bandits”. While most of the previous work has focused on dealing with noise in an online setting, in this dissertation, I will focus on offline optimization where the goal is to return a reasonable solution with high probability using a finite number of samples. I will discuss a set of problem settings of increasing complexity that allow one to derive formal algorithmic bounds. I will point to and discuss interesting connections between stochastic optimization and noisy data" @default.
- W2241056583 created "2016-06-24" @default.
- W2241056583 creator A5058953553 @default.
- W2241056583 date "2014-01-01" @default.
- W2241056583 modified "2023-09-23" @default.
- W2241056583 title "Stochastic dilemmas: foundations and applications" @default.
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- W2241056583 doi "https://doi.org/10.7282/t3h993gs" @default.
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