154 citations · 1k across the 49 of their papers we have counts for
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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…
Algorithms for CVaR Optimization in MDPs
Yinlam Chow, Mohammad Ghavamzadeh
In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in costs in addition to minimizing a standard criterion. Conditiona…
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…
Online Modified Greedy Algorithm for Storage Control under Uncertainty
Junjie Qin, Yinlam Chow, Jiyan Yang +1
This paper studies the general problem of operating energy storage under uncertainty. Two fundamental sources of uncertainty are considered, namely the uncertainty in the unexpecte…