2 papers
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…
cs.LG2025
Bayesian Risk-Sensitive Policy Optimization For MDPs With General Loss Functions
Xiaoshuang Wang, Yifan Lin, Enlu Zhou
Motivated by many application problems, we consider Markov decision processes (MDPs) with a general loss function and unknown parameters. To mitigate the epistemic uncertainty asso…