collaborators
Showing math.OCShow all

5 papers · 1 filter

math.OC2026

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…

math.OC2025

Discounted LQR: stabilizing (near-)optimal state-feedback laws

Jonathan de Brusse, Jamal Daafouz, Mathieu Granzotto +2

We study deterministic, discrete linear time-invariant systems with infinite-horizon discounted quadratic cost. It is well-known that standard stabilizability and detectability pro…

math.OC2025

An optimistic planning algorithm for switched discrete-time LQR

Mathieu Granzotto, Romain Postoyan, Dragan Nešić +2

We introduce TROOP, a tree-based Riccati optimistic online planner, that is designed to generate near-optimal control laws for discrete-time switched linear systems with switched q…

math.OC2025

Robust Recurrence of Discrete-Time Infinite-Horizon Stochastic Optimal Control with Discounted Cost

Robert H. Moldenhauer, Dragan Nešić, Mathieu Granzotto +2

We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochas…

math.OC2025

Stabilization of singularly perturbed networked control systems over a single channel

Weixuan Wang, Alejandro I. Maass, Dragan Nešić +3

This paper studies the emulation-based stabilization of nonlinear networked control systems with two time scales. We address the challenge of using a single communication channel f…