58 citations · 86 across the 13 of their papers we have counts for
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A Polynomial Chaos Approach to Stochastic LQ Optimal Control: Error Bounds and Infinite-Horizon Results
Ruchuan Ou, Jonas Schießl, Michael Heinrich Baumann +2
The stochastic linear--quadratic regulator problem subject to Gaussian disturbances is well known and usually addressed via a moment-based reformulation. Here, we leverage polynomi…
Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control
Jonas Schießl, Ruchuan Ou, Timm Faulwasser +2
We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity…
Pathwise turnpike and dissipativity results for discrete-time stochastic linear-quadratic optimal control problems
Jonas Schießl, Ruchuan Ou, Timm Faulwasser +2
We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for su…