管理科学系学术讲座（12月3日）

时间：2024年12月3日（周二） 13:30-15:30

地点：管理学院史带楼603室

主题：Sequential decision making: trade-off between optimality and safety

主讲人：郑泽宇加州大学伯克利分校副教授

主持人：胡建强复旦大学管理学院教授

摘要：

This talk explores the integration of safety into optimality 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 characterization of the trade-off between optimality and safety.

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.

管理科学系

2024-11-22