Bayesian distributionally robust optimization A Shapiro, E Zhou, Y Lin SIAM Journal on Optimization 33 (2), 1279-1304, 2023 | 14 | 2023 |
Group testing enables asymptomatic screening for covid-19 mitigation: feasibility and optimal pool size selection with dilution effects Y Lin, Y Ren, J Wan, M Cashore, J Wan, Y Zhang, P Frazier, E Zhou arXiv preprint arXiv:2008.06642, 2020 | 9 | 2020 |
Bayesian Risk Markov Decision Processes Y Lin, Y Ren, E Zhou NeurIPS 2022, arXiv: 2106.02558, 2022 | 8 | 2022 |
Bayesian stochastic gradient descent for stochastic optimization with streaming input data T Liu, Y Lin, E Zhou SIAM Journal on Optimization 34 (1), 389-418, 2024 | 7 | 2024 |
A Bayesian approach to online simulation optimization with streaming input data T Liu, Y Lin, E Zhou 2021 Winter Simulation Conference (WSC), 1-12, 2021 | 6 | 2021 |
Risk-averse contextual multi-armed bandit problem with linear payoffs Y Lin, Y Wang, E Zhou Journal of Systems Science and Systems Engineering 32 (3), 267-288, 2023 | 4 | 2023 |
A nested simulation optimization approach for portfolio selection Y Lin, E Zhou, A Megahed 2020 Winter Simulation Conference (WSC), 3093-3104, 2020 | 2 | 2020 |
Risk-aware model predictive control enabled by bayesian learning Y Li, Y Lin, E Zhou, F Zhang 2022 American Control Conference (ACC), 108-113, 2022 | 1 | 2022 |
Reusing Historical Trajectories in Natural Policy Gradient via Importance Sampling: Convergence and Convergence Rate Y Lin, Y Wang, E Zhou arXiv preprint arXiv:2403.00675, 2024 | | 2024 |
Reusing Historical Observations in Natural Policy Gradient Y Lin, E Zhou 2023 Winter Simulation Conference (WSC), 3071-3081, 2023 | | 2023 |
Episodic Bayesian Optimal Control with Unknown Randomness Distributions A Shapiro, E Zhou, Y Lin, Y Wang arXiv preprint arXiv:2308.08478, 2023 | | 2023 |
Approximate Bilevel Difference Convex Programming for Bayesian Risk Markov Decision Processes Y Lin, E Zhou arXiv preprint arXiv:2301.11415, 2023 | | 2023 |