68 citations · 76 across the 8 of their papers we have counts for
4 papers · 1 filter
A Uniform-grid Discretization Algorithm for Stochastic Control with Risk Constraints
Yin-Lam Chow, Marco Pavone
In this paper, we present a discretization algorithm for finite horizon risk constrained dynamic programming algorithm in [Chow_Pavone_13]. Although in a theoretical standpoint, Be…
Weighted Difference Approximation of Value Functions for Slow-Discounting Markov Decision Processes
Yin-Lam Chow, Junjie Qin
Processes (MDPs) often require frequent decision making, that is, taking an action every microsecond, second, or minute. Infinite horizon discount reward formulation is still relev…
Constrained Stochastic Optimal Control with a Baseline Performance Guarantee
Yinlam Chow, Mohammad Ghavamzadeh
In this paper, we show how a simulated Markov decision process (MDP) built by the so-called \emph{baseline} policies, can be used to compute a different policy, namely the \emph{si…
Distributed Online Modified Greedy Algorithm for Networked Storage Operation under Uncertainty
Junjie Qin, Yinlam Chow, Jiyan Yang +1
The integration of intermittent and stochastic renewable energy resources requires increased flexibility in the operation of the electric grid. Storage, broadly speaking, provides…