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math.OC2026
Adaptive Distributionally Robust Optimal Control with Bayesian Ambiguity Sets
Wentao Ma, Zhiping Chen, Huifu Xu +1
In stochastic optimal control (SOC), uncertainty may arise from incomplete knowledge of the true probability distribution of the underlying environment, which is known as Knightian…
math.OC2025
Fixed Confidence and Fixed Tolerance Bi-level Optimization for Selecting the Best Optimized System
Yuhao Wang, Seong-Hee Kim, Enlu Zhou
In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite…