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math.OC2023★ 1 cited
Unifying Distributionally Robust Optimization via Optimal Transport Theory
Jose Blanchet, Daniel Kuhn, Jiajin Li +1
In recent years, two prominent paradigms have shaped distributionally robust optimization (DRO), modeling distributional ambiguity through -divergences and Wasserstein distances…
math.OC2023★ 4 cited
Distributionally Robust Linear Quadratic Control
Bahar Taşkesen, Dan A. Iancu, Çağıl Koçyiğit +1
Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It i…