19 citations · 27 across the 16 of their papers we have counts for
4 papers · 1 filter
The Price of Distributional Robustness in Linear Quadratic Control
Andrea Martin, Giuseppe Belgioioso
Distributionally robust (DR) optimization seeks decisions that perform best under the most adverse law within a given ambiguity set, enabling the design of data-driven controllers…
Finite-sample guarantees for data-driven operator splitting methods via martingale inequalities
Andrea Martin, Filippo Fabiani, Giuseppe Belgioioso
Operator splitting methods are a fundamental class of algorithms for solving structured monotone inclusion problems arising in optimization, control, and game theory. We consider t…
Sinkhorn Ambiguity Sets for Distributionally Robust Control: Convexity, Weak Compactness, and Tractability
Riccardo Cescon, Andrea Martin, Giancarlo Ferrari-Trecate
Classical stochastic control assumes perfect knowledge of the uncertainty affecting the plant. In practice, however, such information is often incomplete. To address this limitatio…
Learning to accelerate Krasnosel'skii-Mann fixed-point iterations with guarantees
Andrea Martin, Giuseppe Belgioioso
We introduce a principled learning to optimize (L2O) framework for solving fixed-point problems involving general nonexpansive mappings. Our idea is to deliberately inject summable…