12 citations · 33 across the 9 of their papers we have counts for
4 papers · 1 filter
Distributionally Robust Optimization with Confidence Bands for Probability Density Functions
Xi Chen, Qihang Lin, Guanglin Xu
Distributionally robust optimization (DRO) has been introduced for solving stochastic programs where the distribution of the random parameters is unknown and must be estimated by s…
Large-Scale Markov Decision Problems via the Linear Programming Dual
Yasin Abbasi-Yadkori, Peter L. Bartlett, Xi Chen +1
We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the o…
Comparison-Based Algorithms for One-Dimensional Stochastic Convex Optimization
Xi Chen, Qihang Lin, Zizhuo Wang
Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the i…
The discrete moment problem with nonconvex shape constraints
Xi Chen, Simai He, Bo Jiang +2
The discrete moment problem is a foundational problem in distribution-free robust optimization, where the goal is to find a worst-case distribution that satisfies a given set of mo…