6 citations · 10 across the 11 of their papers we have counts for
11 papers
Adaptive Finite-Budget Training for CVaR Risk-Aware Q-Learning
Yifan Wu, Junjie Lei, Wenjie Huang
Risk-aware Q-learning (RaQL) provides a model-free, two-timescale estimator for dynamic risk objectives, but its finite-budget behavior remains fragile: fixed inner-loop hyperparam…
Robust Data-Driven Quasiconcave Optimization
Jian Wu, William B. Haskell, Wenjie Huang +1
We investigate a data-driven quasiconcave maximization problem where information about the objective function is limited to a finite sample of data points. We begin by defining an…
Reachable Sets-based Trajectory Planning Combining Reinforcement Learning and iLQR
Wenjie Huang, Yang Li, Shijie Yuan +3
The driving risk field is applicable to more complex driving scenarios, providing new approaches for safety decision-making and active vehicle control in intricate environments. Ho…
Online Non-convex Optimization with Long-term Non-convex Constraints
Shijie Pan, Jianyu Xu, Wenjie Huang
A novel Follow-the-Perturbed-Leader type algorithm is proposed and analyzed for solving general long-term constrained optimization problems in an online manner, where the target an…
Efficiently Computing the Quasiconcave Envelope with Incomplete Information
Jian Wu, William B. Haskell, Wenjie Huang +1
In this paper, we study the approximation of an unknown quasiconcave function based on limited partial information. Available information includes lower bounds on the values of the…
Online non-convex learning for river pollution source identification
Wenjie Huang, Jing Jiang, Xiao Liu
In this paper, novel gradient-based online learning algorithms are developed to investigate an important environmental application: real-time river pollution source identification,…
Model and Reinforcement Learning for Markov Games with Risk Preferences
Wenjie Huang, Pham Viet Hai, William B. Haskell
We motivate and propose a new model for non-cooperative Markov game which considers the interactions of risk-aware players. This model characterizes the time-consistent dynamic "ri…
Data-driven satisficing measure and ranking
Wenjie Huang
We propose an computational framework for real-time risk assessment and prioritizing for random outcomes without prior information on probability distributions. The basic model is…
Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions
William B. Haskell, Wenjie Huang, Huifu Xu
Decision maker's preferences are often captured by some choice functions which are used to rank prospects. In this paper, we consider ambiguity in choice functions over a multi-att…
Randomized Smoothing SVRG for Large-scale Nonsmooth Convex Optimization
Wenjie Huang
In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems…
Stochastic Approximation for Risk-aware Markov Decision Processes
Wenjie Huang, William B. Haskell
We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner lo…