3 papers
cs.LG2025
Learning Fair Policies for Infectious Diseases Mitigation using Path Integral Control
Zhuangzhuang Jia, Hyuk Park, Gökçe Dayanıklı +1
Infectious diseases pose major public health challenges to society, highlighting the importance of designing effective policies to reduce economic loss and mortality. In this paper…
math.OC2024
Sample Complexity of Data-driven Multistage Stochastic Programming under Markovian Uncertainty
Hyuk Park, Grani A. Hanasusanto
This work is motivated by the challenges of applying the sample average approximation (SAA) method to multistage stochastic programming with an unknown continuous-state Markov proc…
eess.SY2023
Distributionally Robust Path Integral Control
Hyuk Park, Duo Zhou, Grani A. Hanasusanto +1
We consider a continuous-time continuous-space stochastic optimal control problem, where the controller lacks exact knowledge of the underlying diffusion process, relying instead o…