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I am mostly (but not exclusively) working on time series forecasting problems and inventory problems. I am particularly interested in investigating forecast-free approaches to address replenishment problems (i.e, predicting the quantity to order/produce directly without forecasting the demand). I am also curious about what active learning and more broadly on-line Reinforcement Learning could bring to the field by carefully designing clever exploration strategies e.g., to handle cold start issues, or to actively infer the demand when shortages occur, etc.
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Available at rlgammazero. github. io/docs/ucrl2b improved. pdf (2019)
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