5 papers
Bayesian Risk-averse Model Predictive Control with Consistency and Stability Guarantees
Yingke Li, Yifan Lin, Enlu Zhou +1
Model Predictive Control (MPC) is a powerful framework for constrained control, but its performance and safety can be severely degraded when the prediction model is learned online…
Bayesian Risk-Sensitive Policy Optimization For MDPs With General Loss Functions
Xiaoshuang Wang, Yifan Lin, Enlu Zhou
Motivated by many application problems, we consider Markov decision processes (MDPs) with a general loss function and unknown parameters. To mitigate the epistemic uncertainty asso…
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…
Reusing Historical Trajectories in Natural Policy Gradient via Importance Sampling: Convergence and Convergence Rate
Yifan Lin, Yuhao Wang, Enlu Zhou
Reinforcement learning provides a mathematical framework for learning-based control, whose success largely depends on the amount of data it can utilize. The efficient utilization o…
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…