3 citations · 7 across the 9 of their papers we have counts for
4 papers · 1 filter
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…
Episodic Bayesian Optimal Control with Unknown Randomness Distributions
Alexander Shapiro, Enlu Zhou, Yifan Lin +1
Stochastic optimal control with unknown randomness distributions has been studied for a long time, encompassing robust control, distributionally robust control, and adaptive contro…
Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data
Tianyi Liu, Yifan Lin, Enlu Zhou
We consider stochastic optimization under distributional uncertainty, where the unknown distributional parameter is estimated from streaming data that arrive sequentially over time…
Bayesian Distributionally Robust Optimization
Alexander Shapiro, Enlu Zhou, Yifan Lin
We introduce a new framework, Bayesian Distributionally Robust Optimization (Bayesian-DRO), for data-driven stochastic optimization where the underlying distribution is unknown. Ba…