22 citations · 109 across the 34 of their papers we have counts for
35 papers
Quantum Grover Adaptive Search for Discrete Simulation Optimization
Mingjie Hu, Jian-qiang Hu, Enlu Zhou
Quantum computing has advanced rapidly in recent years and has shown advantages in a variety of domains. In this paper, we investigate its potential for discrete simulation optimiz…
Episodic Bayesian Optimal Control with Unknown Randomness Distributions
Alexander Shapiro, Enlu Zhou, Yifan Lin +1
Stochastic optimal control with unknown randomness distributions has been studied for a long time, encompassing robust control, distributionally robust control, and adaptive contro…
Bayesian Risk-Averse Q-Learning with Streaming Observations
Yuhao Wang, Enlu Zhou
We consider a robust reinforcement learning problem, where a learning agent learns from a simulated training environment. To account for the model mis-specification between this tr…
Approximate Bilevel Difference Convex Programming for Bayesian Risk Markov Decision Processes
Yifan Lin, Enlu Zhou
We consider infinite-horizon Markov Decision Processes where parameters, such as transition probabilities, are unknown and estimated from data. The popular distributionally robust…
Optimal Computing Budget Allocation for Data-driven Ranking and Selection
Yuhao Wang, Enlu Zhou
In a fixed budget ranking and Selection (R&S) problem, one aims to identify the best design among a finite number of candidates by efficiently allocating the given computing budget…
Risk-averse Contextual Multi-armed Bandit Problem with Linear Payoffs
Yifan Lin, Yuhao Wang, Enlu Zhou
In this paper we consider the contextual multi-armed bandit problem for linear payoffs under a risk-averse criterion. At each round, contexts are revealed for each arm, and the dec…