dynamic optimization 1Markov decision processes 1multistage stochastic programming 1probability metrics 1stability analysis 1
From the 1 of 2 linked papers with an AI index.
2 papers
math.OC2026
Stability Analysis of an Integrated Multistage Stochastic Programming and Markov Decision Process Problem
Zhiyao Yang, Zhiping Chen, Huifu Xu
The paper develops an integrated framework combining multistage stochastic programming and Markov decision processes, analyzes its dynamic reformulation, and establishes stability…
math.OC2025
A Bayesian Composite Risk Approach for Stochastic Optimal Control and Markov Decision Processes
Wentao Ma, Zhiping Chen, Huifu Xu
Inspired by Shapiro et al.~\cite{shapiro2023episodic}, we consider a stochastic optimal control (SOC) and Markov decision process (MDP) where the risks arising from epistemic and a…