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math.OC2023
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…
cs.LG2023
Bayesian Risk-Averse Q-Learning with Streaming Observations
Yuhao Wang, Enlu Zhou
We consider a robust reinforcement learning problem, where a learning agent learns from a simulated training environment. To account for the model mis-specification between this tr…