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math.OC2026
Stochastic Optimal Control with Side Information and Bayesian Learning
Johannes Milz, Alexander Shapiro, Enlu Zhou
We study infinite-horizon stochastic optimal control problems with observable side information: a Markov chain that modulates an unknown context-conditional randomness distribution…
math.OC2025
Bayesian Risk-averse Model Predictive Control with Consistency and Stability Guarantees
Yingke Li, Yifan Lin, Enlu Zhou +1
Model Predictive Control (MPC) is a powerful framework for constrained control, but its performance and safety can be severely degraded when the prediction model is learned online…