most citedPolicy iteration using Q-functions: Linear dynamics with multiplicative noise

1 citations · 1 across the 3 of their papers we have counts for

collaborators

3 papers

math.OC2023

Ordered Risk Minimization: Learning More from Less Data

Peter Coppens, Panagiotis Patrinos

We consider the worst-case expectation of a permutation invariant ambiguity set of discrete distributions as a proxy-cost for data-driven expected risk minimization. For this frame…

math.OC2022★ 1 cited

Policy iteration using Q-functions: Linear dynamics with multiplicative noise

Peter Coppens, Panagiotis Patrinos

This paper presents a novel model-free and fully data-driven policy iteration scheme for quadratic regulation of linear dynamics with state- and input-multiplicative noise. The imp…

math.OC2022

Provably stable learning control of linear dynamics with multiplicative noise

Peter Coppens, Panagiotis Patrinos

Control of linear dynamics with multiplicative noise naturally introduces robustness against dynamical uncertainty. Moreover, many physical systems are subject to multiplicative di…