2 papers
math.OC2025
Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming
Sen Na, Michael W. Mahoney
We consider online statistical inference of constrained stochastic nonlinear optimization problems. We apply the Stochastic Sequential Quadratic Programming (StoSQP) method to solv…
math.OC2025
Near-Optimal Performance of Stochastic Model Predictive Control
Sungho Shin, Sen Na, Mihai Anitescu
This article presents a dynamic regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative un…