Yinlam Chow

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A Framework for Time-Consistent, Risk-Sensitive Model Predictive Control: Theory and Algorithms IEEE Transactions on Automatic Control	2019-07-18	Paper
Risk-constrained reinforcement learning with percentile risk criteria (available as arXiv preprint)	2018-11-22	Paper
Weighted SGD for _p regression with randomized preconditioning	2018-11-22	Paper
Risk-constrained reinforcement learning with percentile risk criteria	2018-11-22	Paper
Weighted SGD for \(\ell_p\) regression with randomized preconditioning Proceedings of the Twenty-Seventh Annual ACM-SIAM Symposium on Discrete Algorithms	2018-07-16	Paper
Sequential Decision Making With Coherent Risk IEEE Transactions on Automatic Control	2017-09-21	Paper
Risk Aversion in Finite Markov Decision Processes Using Total Cost Criteria and Average Value at Risk	2016-02-16	Paper
Stochastic Optimal Control With Dynamic, Time-Consistent Risk Constraints	2015-11-22	Paper
A Framework for Time-Consistent, Risk-Averse Model Predictive Control: Theory and Algorithms	2015-11-22	Paper
Robust Policy Optimization with Baseline Guarantees	2015-06-15	Paper
Control of Generalized Energy Storage Networks	2015-04-22	Paper
A Time Consistent Formulation of Risk Constrained Stochastic Optimal Control	2015-03-25	Paper
A Uniform-grid Discretization Algorithm for Stochastic Control with Risk Constraints	2015-01-08	Paper
Weighted Difference Approximation of Value Functions for Slow-Discounting Markov Decision Processes	2014-12-16	Paper
Constrained Stochastic Optimal Control with a Baseline Performance Guarantee	2014-10-10	Paper
Distributed Online Modified Greedy Algorithm for Networked Storage Operation under Uncertainty	2014-06-18	Paper
Online Modified Greedy Algorithm for Storage Control under Uncertainty	2014-05-30	Paper

Research outcomes over time

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