题　目：Sequential decision making: trade-off between optimality and safety

嘉　宾：郑泽宇，副教授，加州大学伯克利分校

主持人：江浦平 助理教授 上海交通大学安泰经济与管理学院

时　间：2024年12月5日（周四）14:00-15:30pm

地　点：安泰楼B207室

内容简介：

This talk explores the integration of safety into efficiency in sequential decision-making for online experimentation, specifically within a stochastic multi-armed bandit setting. Previous work mostly focuses on “optimality” of sequential decisions -- achieving efficiency by minimizing regret expectation. However, maintaining “safety” -- controlling the regret tail risk, is essential in critical applications. This work provides a detailed characterization of the trade-off between optimality and safety. This is joint work with Feng Zhu and David Simchi-Levi.

演讲人简介：

Zeyu Zheng is an associate professor in the Department of Industrial Engineering and Operations Research at University of California Berkeley. He received a Ph.D. in Management Science and Engineering (2018), Ph.D. minor in Statistics (2018) and M.A. in Economics (2016) from Stanford University, and B.S. in Mathematics (2012) from Peking University. He directs the Berkeley Artificial Intelligence and Simulation Lab. His research team works on simulation, inference, generative AI models, stochastic optimization, experiment design, asset pricing and non-stationary learning. He serves on the editorial boards for Operations Research, Naval Research Logistics, and Probability in the Engineering and Informational Sciences.

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