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math.OC2025
Optimality of Linear Policies in Distributionally Robust Linear Quadratic Control
Bahar Taşkesen, Dan A. Iancu, Çağıl Koçyiğit +1
We study a generalization of the classical discrete-time, Linear-Quadratic-Gaussian (LQG) control problem where the noise distributions affecting the states and observations are un…
math.OC2025
Optimal Transport on Lie Group Orbits
Bahar Taskesen
In its most general form, the optimal problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common sou…