Data-Driven Distributionally Robust Mixed-Integer Control through Lifted Control Policy.
CoRR, February, 2025
Differentiable Distributionally Robust Optimization Layers.
Proceedings of the Forty-first International Conference on Machine Learning, 2024
Data-Driven Bayesian Nonparametric Wasserstein Distributionally Robust Optimization.
IEEE Control. Syst. Lett., 2023
The Option Value of Government Guarantee in Highway Based on Utility Indifference Pricing.
Proceedings of the Sixth International Conference on Business Intelligence and Financial Engineering, 2013