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math.OC2025
Decision-Dependent Stochastic Optimization: The Role of Distribution Dynamics
Zhiyu He, Saverio Bolognani, Florian Dörfler +1
Distribution shifts have long been regarded as troublesome external forces that a decision-maker should either counteract or conform to. An intriguing feedback phenomenon termed de…
math.OC2025
Robust Feedback Optimization with Model Uncertainty: A Regularization Approach
Winnie Chan, Zhiyu He, Keith Moffat +3
Feedback optimization optimizes the steady state of a dynamical system by implementing optimization iterations in closed loop with the plant. It relies on online measurements and l…