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math.OC2023
Intrinsic Separation Principles
Boris Houska
This paper is about output-feedback control problems for general linear systems in the presence of given state-, control-, disturbance-, and measurement error constraints. Because…
math.OC2023
Convex operator-theoretic methods in stochastic control
Boris Houska
This paper is about operator-theoretic methods for solving nonlinear stochastic optimal control problems to global optimality. These methods leverage on the convex duality between…