Efficient and robust sequential decision making algorithms

Abstract

Sequential decision-making involves making informed decisions based on continuous interactions with a complex environment. This process is ubiquitous in various applications, including recommendation systems and clinical treatment design. My research has concentrated on addressing two pivotal challenges in sequential decision-making: (1) How can we design algorithms that efficiently learn the optimal decision strategy with minimal interactions and limited sample data? (2) How can we ensure robustness in decision-making algorithms when faced with distributional shifts due to environmental changes and the sim-to-real gap? This paper summarizes and expands upon the talk I presented at the AAAI 2024 New Faculty Highlights program, detailing how my research aims to tackle these challenges.