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most citedBayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data

3 citations · 7 across the 9 of their papers we have counts for

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math.OC2023

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…

eess.SY2023

Approximate Bilevel Difference Convex Programming for Bayesian Risk Markov Decision Processes

Yifan Lin, Enlu Zhou

We consider infinite-horizon Markov Decision Processes where parameters, such as transition probabilities, are unknown and estimated from data. The popular distributionally robust…