Sequential Decision Making Policy

Sequential decision-making policies aim to optimize a sequence of actions over time, maximizing cumulative reward or minimizing risk. Current research focuses on improving the efficiency and scalability of these policies, particularly in high-dimensional action spaces, through techniques like sequential policy factorization and parallel computation methods such as Picard iteration. Significant efforts are also dedicated to enhancing the robustness and generalization of these policies, addressing challenges like offline evaluation, fairness constraints, and the need for reliable confidence estimates in policy comparisons. These advancements have implications for various fields, including supply chain optimization, robotics, and healthcare, where safe and effective decision-making under uncertainty is crucial.

Papers