2 citations · 2 across the 9 of their papers we have counts for
3 papers · 1 filter
On robustness, input-to-state stability and backstepping for stochastic differential equations
Robert H. Moldenhauer, Dragan Nešić, Mathieu Granzotto +2
We study conditions under which stability of the origin of stochastic differential equations is robust to small perturbations. We express robustness in two ways, firstly in the sen…
Value iteration with stopping criterion: finite iterations, stability, and near-optimality guarantees
Mathieu Granzotto, Romain Postoyan, Dragan Nešić +2
Value iteration (VI) is a cornerstone of dynamic programming that allows computing near-optimal feedback laws for general plant dynamics and cost functions. In practice, however, i…
Discounted MPC and infinite-horizon optimal control under plant-model mismatch: Stability and suboptimality
Robert H. Moldenhauer, Karl Worthmann, Romain Postoyan +2
We study closed-loop stability and suboptimality for MPC and infinite-horizon optimal control solved using a surrogate model that differs from the real plant. We employ a unified f…