Copertina

Distributionally robust stochastic optimal control

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Shapiro, Alexander, Li, Yan
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Optimization and Control
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Rectangularity and duality of distributionally robust Markov Decision Processes
di: Li, Yan, et al.
Pubblicazione: (2023)

Estimated optimality and robustness of nonlinear adaptive control systems under bounded disturbances
di: Fradkov, Alexander
Pubblicazione: (2025)

Distributionally robust optimization for recommendation selection
di: Yanagi, Tomoya, et al.
Pubblicazione: (2026)

A unified optimal control framework: time-optimal control and stochastic optimal control
di: Yang, Shuzhen
Pubblicazione: (2025)

Distributionally robust optimization through the lens of submodularity
di: Natarajan, Karthik, et al.
Pubblicazione: (2023)

Riccati-ZORO: An efficient algorithm for heuristic online optimization of internal feedback laws in robust and stochastic model predictive control
di: Messerer, Florian, et al.
Pubblicazione: (2025)

Vector-valued robust stochastic control
di: Cialenco, Igor, et al.
Pubblicazione: (2024)

Instance-optimal stochastic convex optimization: Can we improve upon sample-average and robust stochastic approximation?
di: Jiang, Liwei, et al.
Pubblicazione: (2026)

Online convex optimization for robust control of constrained dynamical systems
di: Nonhoff, Marko, et al.
Pubblicazione: (2024)

Saturation-aware robust optimal operation control of microgrids based on minimum-regret optimization
di: Pratap, Ujjwal, et al.
Pubblicazione: (2025)

Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes
di: Shapiro, Alexander, et al.
Pubblicazione: (2025)

A model reduction method based on nonlinear optimization for multiscale stochastic optimal control problems
di: Ma, Lingling, et al.
Pubblicazione: (2025)

Duality methods in stochastic optimal control
di: Bank, Peter, et al.
Pubblicazione: (2026)

Dynamic programming and dimensionality in convex stochastic optimization and control
di: Pennanen, Teemu, et al.
Pubblicazione: (2025)

Unregularized limit of stochastic gradient method for Wasserstein distributionally robust optimization
di: Le, Tam
Pubblicazione: (2025)

Blackwell optimality in risk-sensitive stochastic control
di: Pitera, Marcin, et al.
Pubblicazione: (2026)

Mean-field optimal control with stochastic leaders
di: Zimper, Sebastian, et al.
Pubblicazione: (2025)

Distributionally robust LMI synthesis for LTI systems
di: Gramlich, Dennis, et al.
Pubblicazione: (2025)

Episodic Bayesian Optimal Control with Unknown Randomness Distributions
di: Shapiro, Alexander, et al.
Pubblicazione: (2023)

Maximum principle for optimal control of infinite horizon stochastic difference equations driven by fractional noises
di: Han, Yuecai, et al.
Pubblicazione: (2025)

Near optimal controls for partially observed stochastic linear quadratic problems
di: Sun, Jingrui, et al.
Pubblicazione: (2025)

Consistent inverse optimal control for discrete-time nonlinear stochastic systems
di: Wang, Ziliang, et al.
Pubblicazione: (2025)

Second order necessary conditions for quantum stochastic optimal control problems
di: Wang, Penghui, et al.
Pubblicazione: (2026)

Approximate propagation of normal distributions for stochastic optimal control of nonsmooth systems
di: Messerer, Florian, et al.
Pubblicazione: (2023)

A minimax optimal control approach for robust neural ODEs
di: Cipriani, Cristina, et al.
Pubblicazione: (2023)

Globalized distributionally robust optimization with multi core sets
di: Li, Yueyao, et al.
Pubblicazione: (2024)

Certifying optimality in nonconvex robust PCA
di: Gong, Pinxi, et al.
Pubblicazione: (2026)

A robust stochastic control problem with applications to monotone mean-variance problems
di: Chen, Yuyang, et al.
Pubblicazione: (2024)

Inverse reinforcement learning by expert imitation for the stochastic linear-quadratic optimal control problem
di: Sun, Zhongshi, et al.
Pubblicazione: (2024)

Time-reversal solution of BSDEs in stochastic optimal control: a linear quadratic study
di: Mei, Yuhang, et al.
Pubblicazione: (2024)

A robust optimization approach to flow decomposition
di: Stinzendörfer, Moritz, et al.
Pubblicazione: (2024)

Model predictive quantum control: A modular approach for efficient and robust quantum optimal control
di: Guizani, Eya, et al.
Pubblicazione: (2025)

Extended MF-FBSDEs with nonlinear domination-monotonicity conditions and stochastic optimal controls of Linear System with quadruple controls
di: Wu, Hao
Pubblicazione: (2026)

Approximate solution of stochastic infinite horizon optimal control problems for constrained linear uncertain systems
di: Joa, Eunhyek, et al.
Pubblicazione: (2024)

Maximum principle for optimal control of stochastic evolution equations with recursive utilities
di: Liu, Guomin, et al.
Pubblicazione: (2021)

Geometrically robust least squares through manifold optimization
di: Coulson, Jeremy, et al.
Pubblicazione: (2025)

An SDE perspective on stochastic convex optimization
di: Maulen-Soto, Rodrigo, et al.
Pubblicazione: (2022)

A global stochastic maximum principle for delayed forward-backward stochastic control systems
di: Li, Feng
Pubblicazione: (2026)

Pathwise turnpike and dissipativity results for discrete-time stochastic linear-quadratic optimal control problems
di: Schießl, Jonas, et al.
Pubblicazione: (2023)

Learning-based primal-dual optimal control of discrete-time stochastic systems with multiplicative noise
di: Jiang, Xiushan, et al.
Pubblicazione: (2025)