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math.OC2026
Robust Markov Decision Processes on Continuous State Spaces
Mengmeng Li, Yifan Hu, Daniel Kuhn +1
We study infinite-horizon robust Markov decision processes (MDPs) on continuous state spaces with structured rectangular ambiguity set. The proposed ambiguity set falls within the…
math.OC2026
Multistage Conditional Compositional Optimization
Buse Åen, Yifan Hu, Daniel Kuhn
We introduce Multistage Conditional Compositional Optimization (MCCO) as a new paradigm for decision-making under uncertainty that combines aspects of multistage stochastic program…