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20192025
most citedRevised Progressive-Hedging-Algorithm Based Two-layer Solution Scheme for Bayesian Reinforcement Learning

2 citations · 2 across the 2 of their papers we have counts for

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math.OC2025

Harmonizing SAA and DRO

Ziliang Jin, Jianqiang Cheng, Daniel Zhuoyu Long +1

Decision-makers often encounter uncertainty, and the distribution of uncertain parameters plays a crucial role in making reliable decisions. However, complete information is rarely…

math.OC2020

Scenario-decomposition Solution Framework for Nonseparable Stochastic Control Problems

Xin Huang, Duan Li, Daniel Zhuoyu Long

When stochastic control problems do not possess separability and/or monotonicity, the dynamic programming pioneered by Bellman in 1950s fails to work as a time-decomposition soluti…