202 citations · 223 across the 5 of their papers we have counts for
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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…
math.OC2009★ 202 cited
Optimality of Affine Policies in Multi-stage Robust Optimization
Dimitris Bertsimas, Dan A. Iancu, Pablo A. Parrilo
In this paper, we show the optimality of a certain class of disturbance-affine control policies in the context of one-dimensional, constrained, multi-stage robust optimization. Our…