Sequential Decision Making
Sequential decision-making (SDM) focuses on optimizing a series of actions over time to achieve a desired outcome in uncertain environments. Current research emphasizes developing efficient algorithms, often based on reinforcement learning (RL) or Bayesian methods, to handle complex scenarios with multiple objectives, delayed feedback, and high-dimensional data, incorporating techniques like Thompson sampling, Monte Carlo Tree Search, and various neural network architectures. SDM's significance lies in its broad applicability across diverse fields, from personalized medicine and financial modeling to robotics and resource management, driving advancements in both theoretical understanding and practical problem-solving.
Papers
Two-Stage ML-Guided Decision Rules for Sequential Decision Making under Uncertainty
Andrew Rosemberg, Alexandre Street, Davi M. Valladão, Pascal Van Hentenryck
Understanding the Training and Generalization of Pretrained Transformer for Sequential Decision Making
Hanzhao Wang, Yu Pan, Fupeng Sun, Shang Liu, Kalyan Talluri, Guanting Chen, Xiaocheng Li