{"id":53640,"date":"2025-09-02T11:22:06","date_gmt":"2025-09-02T15:22:06","guid":{"rendered":"https:\/\/engineering.jhu.edu\/ams\/?post_type=tribe_events&#038;p=53640"},"modified":"2025-10-21T09:40:35","modified_gmt":"2025-10-21T13:40:35","slug":"ams-weekly-seminar-enlu-zhou","status":"publish","type":"tribe_events","link":"https:\/\/engineering.jhu.edu\/ams\/event\/ams-weekly-seminar-enlu-zhou\/","title":{"rendered":"AMS Weekly Seminar | Enlu Zhou"},"content":{"rendered":"<p><strong>Location: <\/strong>Krieger 205<\/p>\n<p><strong>When:<\/strong> October 23rd at 1:30 p.m.<\/p>\n<p><strong>Title: <\/strong>Bayesian Learning for Data-driven Dynamic Stochastic Optimization<\/p>\n<p><strong>Abstract:<\/strong> In many dynamic stochastic optimization models, including multi-stage stochastic program, stochastic optimal control (SOC), and Markov decision process (MDP), distributions of the randomness are never precisely known in practice and are typically estimated by data. Assuming a parametric form of the randomness distribution, we take a Bayesian approach to learn the unknown distribution parameter from streaming data and propose a Bayesian risk re-formulation of the original problem. The Bayesian posterior distribution can be treated as a state augmented to the original state, leading to a higher-dimensional continuous-state problem. While this approach theoretically provides the optimal control policy, it can be challenging to solve numerically. Therefore, we further propose an episodic approach that only updates the posterior periodically and solves a Bayesian counterpart problem under the fixed posterior in each period. Theoretical convergence results and computational methods will be discussed.<\/p>\n<p><strong>Zoom link:<\/strong> <a href=\"https:\/\/wse.zoom.us\/j\/93600407710?pwd=JBL8VsObRxX6MkhdjAUxCadqJDoZrZ.1\">https:\/\/wse.zoom.us\/j\/93600407710?pwd=JBL8VsObRxX6MkhdjAUxCadqJDoZrZ.1<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Location: Krieger 205 When: October 23rd at 1:30 p.m. Title: Bayesian Learning for Data-driven Dynamic Stochastic Optimization Abstract: In many dynamic stochastic optimization models, including multi-stage stochastic program, stochastic optimal&hellip;<\/p>\n","protected":false},"author":69,"featured_media":0,"template":"","meta":{"_acf_changed":false,"_relevanssi_hide_post":"","_relevanssi_hide_content":"","_relevanssi_pin_for_all":"","_relevanssi_pin_keywords":"","_relevanssi_unpin_keywords":"","_relevanssi_related_keywords":"","_relevanssi_related_include_ids":"","_relevanssi_related_exclude_ids":"","_relevanssi_related_no_append":"","_relevanssi_related_not_related":"","_relevanssi_related_posts":"","_relevanssi_noindex_reason":"","_tribe_events_status":"","_tribe_events_status_reason":"","footnotes":""},"tags":[],"tribe_events_cat":[266],"class_list":["post-53640","tribe_events","type-tribe_events","status-publish","hentry","tribe_events_cat-ams-community","cat_ams-community"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.9 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>AMS Weekly Seminar | Enlu Zhou | Department of Applied Mathematics and Statistics<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/engineering.jhu.edu\/ams\/event\/ams-weekly-seminar-enlu-zhou\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"AMS Weekly Seminar | Enlu Zhou | Department of Applied Mathematics and Statistics\" \/>\n<meta property=\"og:description\" content=\"Location: Krieger 205 When: October 23rd at 1:30 p.m. Title: Bayesian Learning for Data-driven Dynamic Stochastic Optimization Abstract: In many dynamic stochastic optimization models, including multi-stage stochastic program, stochastic optimal&hellip;\" \/>\n<meta property=\"og:url\" content=\"https:\/\/engineering.jhu.edu\/ams\/event\/ams-weekly-seminar-enlu-zhou\/\" \/>\n<meta property=\"og:site_name\" content=\"Department of Applied Mathematics and Statistics\" \/>\n<meta property=\"article:modified_time\" content=\"2025-10-21T13:40:35+00:00\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data1\" content=\"1 minute\" \/>\n<!-- \/ Yoast SEO plugin. -->","yoast_head_json":{"title":"AMS Weekly Seminar | Enlu Zhou | Department of Applied Mathematics and Statistics","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/engineering.jhu.edu\/ams\/event\/ams-weekly-seminar-enlu-zhou\/","og_locale":"en_US","og_type":"article","og_title":"AMS Weekly Seminar | Enlu Zhou | Department of Applied Mathematics and Statistics","og_description":"Location: Krieger 205 When: October 23rd at 1:30 p.m. Title: Bayesian Learning for Data-driven Dynamic Stochastic Optimization Abstract: In many dynamic stochastic optimization models, including multi-stage stochastic program, stochastic optimal&hellip;","og_url":"https:\/\/engineering.jhu.edu\/ams\/event\/ams-weekly-seminar-enlu-zhou\/","og_site_name":"Department of Applied Mathematics and Statistics","article_modified_time":"2025-10-21T13:40:35+00:00","twitter_card":"summary_large_image","twitter_misc":{"Est. reading time":"1 minute"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"WebPage","@id":"https:\/\/engineering.jhu.edu\/ams\/event\/ams-weekly-seminar-enlu-zhou\/","url":"https:\/\/engineering.jhu.edu\/ams\/event\/ams-weekly-seminar-enlu-zhou\/","name":"AMS Weekly Seminar | Enlu Zhou | Department of Applied Mathematics and Statistics","isPartOf":{"@id":"https:\/\/engineering.jhu.edu\/ams\/#website"},"datePublished":"2025-09-02T15:22:06+00:00","dateModified":"2025-10-21T13:40:35+00:00","breadcrumb":{"@id":"https:\/\/engineering.jhu.edu\/ams\/event\/ams-weekly-seminar-enlu-zhou\/#breadcrumb"},"inLanguage":"en-US","potentialAction":[{"@type":"ReadAction","target":["https:\/\/engineering.jhu.edu\/ams\/event\/ams-weekly-seminar-enlu-zhou\/"]}]},{"@type":"BreadcrumbList","@id":"https:\/\/engineering.jhu.edu\/ams\/event\/ams-weekly-seminar-enlu-zhou\/#breadcrumb","itemListElement":[{"@type":"ListItem","position":1,"name":"Home","item":"https:\/\/engineering.jhu.edu\/ams\/"},{"@type":"ListItem","position":2,"name":"Events","item":"https:\/\/engineering.jhu.edu\/ams\/events\/"},{"@type":"ListItem","position":3,"name":"AMS Weekly Seminar | Enlu Zhou"}]},{"@type":"WebSite","@id":"https:\/\/engineering.jhu.edu\/ams\/#website","url":"https:\/\/engineering.jhu.edu\/ams\/","name":"Hopkins Applied Math & Statistics","description":"Department of Applied Mathematics and Statistics","potentialAction":[{"@type":"SearchAction","target":{"@type":"EntryPoint","urlTemplate":"https:\/\/engineering.jhu.edu\/ams\/?s={search_term_string}"},"query-input":{"@type":"PropertyValueSpecification","valueRequired":true,"valueName":"search_term_string"}}],"inLanguage":"en-US"}]}},"distributor_meta":false,"distributor_terms":false,"distributor_media":false,"distributor_original_site_name":"Department of Applied Mathematics and Statistics","distributor_original_site_url":"https:\/\/engineering.jhu.edu\/ams","push-errors":false,"_links":{"self":[{"href":"https:\/\/engineering.jhu.edu\/ams\/wp-json\/wp\/v2\/tribe_events\/53640","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/engineering.jhu.edu\/ams\/wp-json\/wp\/v2\/tribe_events"}],"about":[{"href":"https:\/\/engineering.jhu.edu\/ams\/wp-json\/wp\/v2\/types\/tribe_events"}],"author":[{"embeddable":true,"href":"https:\/\/engineering.jhu.edu\/ams\/wp-json\/wp\/v2\/users\/69"}],"version-history":[{"count":4,"href":"https:\/\/engineering.jhu.edu\/ams\/wp-json\/wp\/v2\/tribe_events\/53640\/revisions"}],"predecessor-version":[{"id":54469,"href":"https:\/\/engineering.jhu.edu\/ams\/wp-json\/wp\/v2\/tribe_events\/53640\/revisions\/54469"}],"wp:attachment":[{"href":"https:\/\/engineering.jhu.edu\/ams\/wp-json\/wp\/v2\/media?parent=53640"}],"wp:term":[{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/engineering.jhu.edu\/ams\/wp-json\/wp\/v2\/tags?post=53640"},{"taxonomy":"tribe_events_cat","embeddable":true,"href":"https:\/\/engineering.jhu.edu\/ams\/wp-json\/wp\/v2\/tribe_events_cat?post=53640"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}