4 papers
Dynamic Programming for A Linear-Gaussian Dual Control Problem
Ying Wang, Yuchao Li, Håkan Hjalmarsson
We consider an infinite-horizon discounted dynamic programming (DP) problem for a countable-innovation belief-state model. The model is a surrogate for a linear-Gaussian dual contr…
Bayes Estimators with Performance Comparable to Empirical Bayes Estimators and Improved Local Robustness
Yue Ju, Ying Wang, Jiabao He +2
Bayes estimation has been extensively studied and widely used in statistics, decision theory, signal processing, machine learning, and system identification. Among its variants, em…
Merging Parameter Estimation and Classification Using LASSO
Le Wang, Ying Wang, Yu Qiu +2
Soft sensing is a way to indirectly obtain information of signals for which direct sensing is difficult or prohibitively expensive. It may not \textit{a priori} be evident which se…
Regret Minimization in Scalar, Static, Non-linear Optimization Problems
Ying Wang, Mirko Pasquini, Kévin Colin +1
We study the problem of determining an effective exploration strategy in static and non-linear optimization problems, which depend on an unknown scalar parameter to be learned from…