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.