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eess.SY2023
Distributionally Robust Differential Dynamic Programming with Wasserstein Distance
Astghik Hakobyan, Insoon Yang
Differential dynamic programming (DDP) is a popular technique for solving nonlinear optimal control problems with locally quadratic approximations. However, existing DDP methods ar…
math.OC2023
Unifying Nesterov's Accelerated Gradient Methods for Convex and Strongly Convex Objective Functions: From Continuous-Time Dynamics to Discrete-Time Algorithms
Jungbin Kim, Insoon Yang
Although Nesterov's accelerated gradient (NAG) methods have been studied from various perspectives, it remains unclear why the most popular forms of NAG must handle convex and stro…