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math.OC2025
Episodic Bayesian Optimal Control with Unknown Randomness Distributions
Alexander Shapiro, Enlu Zhou, Yifan Lin +1
Stochastic optimal control with unknown randomness distributions has been studied for a long time, encompassing robust control, distributionally robust control, and adaptive contro…
math.OC2024
Rectangularity and duality of distributionally robust Markov Decision Processes
Yan Li, Alexander Shapiro
The main goal of this paper is to discuss several approaches to formulation of distributionally robust counterparts of Markov Decision Processes, where the transition kernels are n…