3 papers
math.OC2024
A dynamical neural network approach for distributionally robust chance constrained Markov decision process
Tian Xia, Jia Liu, Zhiping Chen
In this paper, we study the distributionally robust joint chance constrained Markov decision process. {Utilizing the logarithmic transformation technique,} we derive its determinis…
math.OC2023
Chance constrained nonlinear fractional programming with random benchmark
Tian Xia, Jia Liu
This paper studies the chance constrained fractional programming with a random benchmark. We assume that the random variables on the numerator follow the Gaussian distribution, and…
math.OC2023
Distributionally robust chance constrained Markov decision process with Kullback-Leibler divergence
Tian Xia, Jia Liu, Abdel Lisser
This paper considers the distributionally robust chance constrained Markov decision process with random reward and ambiguous reward distribution. We consider individual and joint c…