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math.OC2025
Data-Driven Distributionally Robust Mixed-Integer Control through Lifted Control Policy
Xutao Ma, Chao Ning, Wenli Du +1
This paper investigates the finite-horizon distributionally robust mixed-integer control (DRMIC) of uncertain linear systems. However, deriving an optimal causal feedback control p…
math.OC2024★ 1 cited
Differentiable Distributionally Robust Optimization Layers
Xutao Ma, Chao Ning, Wenli Du
In recent years, there has been a growing research interest in decision-focused learning, which embeds optimization problems as a layer in learning pipelines and demonstrates a sup…
math.OC2023
Data-Driven Bayesian Nonparametric Wasserstein Distributionally Robust Optimization
Chao Ning, Xutao Ma
In this work, we develop a novel data-driven Bayesian nonparametric Wasserstein distributionally robust optimization (BNWDRO) framework for decision-making under uncertainty. The p…