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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
Optimal Computing Budget Allocation for Data-driven Ranking and Selection
Yuhao Wang, Enlu Zhou
In a fixed budget ranking and Selection (R&S) problem, one aims to identify the best design among a finite number of candidates by efficiently allocating the given computing budget…