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06/25/2023
Provably Convergent Policy Optimization via Metric-aware Trust Region Methods
Trust-region methods based on Kullback-Leibler divergence are pervasivel...
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06/24/2023
Decision-Dependent Distributionally Robust Markov Decision Process Method in Dynamic Epidemic Control
In this paper, we present a Distributionally Robust Markov Decision Proc...
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06/24/2023
Towards Optimal Pricing of Demand Response – A Nonparametric Constrained Policy Optimization Approach
Demand response (DR) has been demonstrated to be an effective method for...
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07/05/2021
Multivariate functional group sparse regression: functional predictor selection
In this paper, we propose methods for functional predictor selection and...
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06/14/2020
Optimistic Distributionally Robust Policy Optimization
Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization...
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04/28/2019