Harvard University, Cambridge, MA; The Ohio State University, Columbus, OH
Kai Wang, Sanket Shah, Haipeng Chen, Andrew Perrault, Finale Doshi-Velez, Milind Tambe
Optimization;predict-then-optimize;decision-focused learning;differentiable optimization;reinforcement learning;MDP;low-rank approximation;Woodbury matrix identity;KKT conditions;optimality conditions;sequential decision problems
Learning MDPs from Features: Predict-Then-Optimize for Sequential Decision Making by Reinforcement Learning