3 papers
cs.LG2026
Apprenticeship learning with prior beliefs using inverse optimization
Mauricio Junca, Esteban Leiva
The relationship between inverse reinforcement learning (IRL) and inverse optimization (IO) for Markov decision processes (MDPs) has been relatively underexplored in the literature…
math.OC2025
Scenario-based Regularization: A Tractable Framework for Distributionally Robust Stochastic Optimization
Diego Fonseca, Mauricio Junca
We propose a flexible scenario-based regularized Sample Average Approximation (SBR-SAA) framework for stochastic optimization. This work is motivated by challenges in standard Wass…
math.OC2024
An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward
Mauricio Junca, Harold Moreno-Franco, Jose Luis Perez
We consider a singular control problem that aims to maximize the expected cumulative rewards, where the instantaneous returns depend on the state of a controlled process. The contr…