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2017

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2017
October 22, 2018

A convex optimization approach to distributionally robust Markov decision processes with Wasserstein distance

A convex optimization approach to distributionally robust Markov decision processes with Wasserstein distance Insoon Yang…
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2017
October 22, 2018

Optimal control of conditional value-at-risk in continuous time

Optimal control of conditional value-at-risk in continuous time Christopher W. Miller, and Insoon Yang SIAM…
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2017
October 22, 2018

Variance-constrained risk sharing in stochastic systems

Variance-constrained risk sharing in stochastic systems Insoon Yang, Duncan S. Callaway, and Claire J. Tomlin…
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2017
October 22, 2018

Distributionally robust stochastic control with conic confidence sets

Distributionally robust stochastic control with conic confidence sets Insoon Yang Proceedings of the 56th IEEE…
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2017
October 22, 2018

Data-driven distributionally robust control of energy storage to manage wind power fluctuations

Data-driven distributionally robust control of energy storage to manage wind power fluctuations Samantha Samuelson, and…
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2017
October 22, 2018

Online combinatorial optimization for Interconnected refrigeration systems: linear approximation and submodularity

Online combinatorial optimization for Interconnected refrigeration systems: linear approximation and submodularity Insoon Yang Proceedings of…
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