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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…
math.OC2022
Distributionally robust chance-constrained Markov decision processes
Hoang Nam Nguyen, Abdel Lisser, Vikas Vikram Singh
Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at fut…
math.OC2022
Optimization-Informed Neural Networks
Dawen Wu, Abdel Lisser
Solving constrained nonlinear optimization problems (CNLPs) is a longstanding problem that arises in various fields, e.g., economics, computer science, and engineering. We propose…