activity
20192026
most citedConvexified Open-Loop Stochastic Optimal Control for Linear Non-Gaussian Systems

2 citations · 3 across the 7 of their papers we have counts for

collaborators
Showing 2020Show all

2 papers · 1 filter

math.OC2020★ 2 cited

Convexified Open-Loop Stochastic Optimal Control for Linear Non-Gaussian Systems

Vignesh Sivaramakrishnan, Abraham P. Vinod, Meeko M. K. Oishi

We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformati…

math.OC2020

Fast, Convexified Stochastic Optimal Open-Loop Control For Linear Systems Using Empirical Characteristic Functions

Vignesh Sivaramakrishnan, Meeko M. K. Oishi

We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ…