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math.OC2026
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…
math.OC2024
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…