Distributionally robust stochastic optimal control
Fuente:
arXiv
Saved in:
| Main Authors: | Shapiro, Alexander, Li, Yan |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Rectangularity and duality of distributionally robust Markov Decision Processes
by: Li, Yan, et al.
Published: (2023)
by: Li, Yan, et al.
Published: (2023)
Estimated optimality and robustness of nonlinear adaptive control systems under bounded disturbances
by: Fradkov, Alexander
Published: (2025)
by: Fradkov, Alexander
Published: (2025)
Distributionally robust optimization for recommendation selection
by: Yanagi, Tomoya, et al.
Published: (2026)
by: Yanagi, Tomoya, et al.
Published: (2026)
A unified optimal control framework: time-optimal control and stochastic optimal control
by: Yang, Shuzhen
Published: (2025)
by: Yang, Shuzhen
Published: (2025)
Distributionally robust optimization through the lens of submodularity
by: Natarajan, Karthik, et al.
Published: (2023)
by: Natarajan, Karthik, et al.
Published: (2023)
Riccati-ZORO: An efficient algorithm for heuristic online optimization of internal feedback laws in robust and stochastic model predictive control
by: Messerer, Florian, et al.
Published: (2025)
by: Messerer, Florian, et al.
Published: (2025)
Vector-valued robust stochastic control
by: Cialenco, Igor, et al.
Published: (2024)
by: Cialenco, Igor, et al.
Published: (2024)
Instance-optimal stochastic convex optimization: Can we improve upon sample-average and robust stochastic approximation?
by: Jiang, Liwei, et al.
Published: (2026)
by: Jiang, Liwei, et al.
Published: (2026)
Online convex optimization for robust control of constrained dynamical systems
by: Nonhoff, Marko, et al.
Published: (2024)
by: Nonhoff, Marko, et al.
Published: (2024)
Saturation-aware robust optimal operation control of microgrids based on minimum-regret optimization
by: Pratap, Ujjwal, et al.
Published: (2025)
by: Pratap, Ujjwal, et al.
Published: (2025)
Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes
by: Shapiro, Alexander, et al.
Published: (2025)
by: Shapiro, Alexander, et al.
Published: (2025)
A model reduction method based on nonlinear optimization for multiscale stochastic optimal control problems
by: Ma, Lingling, et al.
Published: (2025)
by: Ma, Lingling, et al.
Published: (2025)
Duality methods in stochastic optimal control
by: Bank, Peter, et al.
Published: (2026)
by: Bank, Peter, et al.
Published: (2026)
Dynamic programming and dimensionality in convex stochastic optimization and control
by: Pennanen, Teemu, et al.
Published: (2025)
by: Pennanen, Teemu, et al.
Published: (2025)
Unregularized limit of stochastic gradient method for Wasserstein distributionally robust optimization
by: Le, Tam
Published: (2025)
by: Le, Tam
Published: (2025)
Blackwell optimality in risk-sensitive stochastic control
by: Pitera, Marcin, et al.
Published: (2026)
by: Pitera, Marcin, et al.
Published: (2026)
Mean-field optimal control with stochastic leaders
by: Zimper, Sebastian, et al.
Published: (2025)
by: Zimper, Sebastian, et al.
Published: (2025)
Distributionally robust LMI synthesis for LTI systems
by: Gramlich, Dennis, et al.
Published: (2025)
by: Gramlich, Dennis, et al.
Published: (2025)
Episodic Bayesian Optimal Control with Unknown Randomness Distributions
by: Shapiro, Alexander, et al.
Published: (2023)
by: Shapiro, Alexander, et al.
Published: (2023)
Maximum principle for optimal control of infinite horizon stochastic difference equations driven by fractional noises
by: Han, Yuecai, et al.
Published: (2025)
by: Han, Yuecai, et al.
Published: (2025)
Near optimal controls for partially observed stochastic linear quadratic problems
by: Sun, Jingrui, et al.
Published: (2025)
by: Sun, Jingrui, et al.
Published: (2025)
Consistent inverse optimal control for discrete-time nonlinear stochastic systems
by: Wang, Ziliang, et al.
Published: (2025)
by: Wang, Ziliang, et al.
Published: (2025)
Second order necessary conditions for quantum stochastic optimal control problems
by: Wang, Penghui, et al.
Published: (2026)
by: Wang, Penghui, et al.
Published: (2026)
Approximate propagation of normal distributions for stochastic optimal control of nonsmooth systems
by: Messerer, Florian, et al.
Published: (2023)
by: Messerer, Florian, et al.
Published: (2023)
A minimax optimal control approach for robust neural ODEs
by: Cipriani, Cristina, et al.
Published: (2023)
by: Cipriani, Cristina, et al.
Published: (2023)
Globalized distributionally robust optimization with multi core sets
by: Li, Yueyao, et al.
Published: (2024)
by: Li, Yueyao, et al.
Published: (2024)
Certifying optimality in nonconvex robust PCA
by: Gong, Pinxi, et al.
Published: (2026)
by: Gong, Pinxi, et al.
Published: (2026)
A robust stochastic control problem with applications to monotone mean-variance problems
by: Chen, Yuyang, et al.
Published: (2024)
by: Chen, Yuyang, et al.
Published: (2024)
Inverse reinforcement learning by expert imitation for the stochastic linear-quadratic optimal control problem
by: Sun, Zhongshi, et al.
Published: (2024)
by: Sun, Zhongshi, et al.
Published: (2024)
Time-reversal solution of BSDEs in stochastic optimal control: a linear quadratic study
by: Mei, Yuhang, et al.
Published: (2024)
by: Mei, Yuhang, et al.
Published: (2024)
A robust optimization approach to flow decomposition
by: Stinzendörfer, Moritz, et al.
Published: (2024)
by: Stinzendörfer, Moritz, et al.
Published: (2024)
Model predictive quantum control: A modular approach for efficient and robust quantum optimal control
by: Guizani, Eya, et al.
Published: (2025)
by: Guizani, Eya, et al.
Published: (2025)
Extended MF-FBSDEs with nonlinear domination-monotonicity conditions and stochastic optimal controls of Linear System with quadruple controls
by: Wu, Hao
Published: (2026)
by: Wu, Hao
Published: (2026)
Approximate solution of stochastic infinite horizon optimal control problems for constrained linear uncertain systems
by: Joa, Eunhyek, et al.
Published: (2024)
by: Joa, Eunhyek, et al.
Published: (2024)
Maximum principle for optimal control of stochastic evolution equations with recursive utilities
by: Liu, Guomin, et al.
Published: (2021)
by: Liu, Guomin, et al.
Published: (2021)
Geometrically robust least squares through manifold optimization
by: Coulson, Jeremy, et al.
Published: (2025)
by: Coulson, Jeremy, et al.
Published: (2025)
An SDE perspective on stochastic convex optimization
by: Maulen-Soto, Rodrigo, et al.
Published: (2022)
by: Maulen-Soto, Rodrigo, et al.
Published: (2022)
A global stochastic maximum principle for delayed forward-backward stochastic control systems
by: Li, Feng
Published: (2026)
by: Li, Feng
Published: (2026)
Pathwise turnpike and dissipativity results for discrete-time stochastic linear-quadratic optimal control problems
by: Schießl, Jonas, et al.
Published: (2023)
by: Schießl, Jonas, et al.
Published: (2023)
Learning-based primal-dual optimal control of discrete-time stochastic systems with multiplicative noise
by: Jiang, Xiushan, et al.
Published: (2025)
by: Jiang, Xiushan, et al.
Published: (2025)
Similar Items
-
Rectangularity and duality of distributionally robust Markov Decision Processes
by: Li, Yan, et al.
Published: (2023) -
Estimated optimality and robustness of nonlinear adaptive control systems under bounded disturbances
by: Fradkov, Alexander
Published: (2025) -
Distributionally robust optimization for recommendation selection
by: Yanagi, Tomoya, et al.
Published: (2026) -
A unified optimal control framework: time-optimal control and stochastic optimal control
by: Yang, Shuzhen
Published: (2025) -
Distributionally robust optimization through the lens of submodularity
by: Natarajan, Karthik, et al.
Published: (2023)