23 citations · 38 across the 14 of their papers we have counts for
3 papers · 1 filter
Distributionally Robust Linear Quadratic Gaussian Regulator with Stationary Distributions
Alain Schöbi, Nicolas Lanzetti, Florian Dörfler +2
We study the Linear Quadratic Gaussian regulation problem in the face of worst-case noise distributions when these are mutually independent, zero-mean, stationary, and within a rad…
Learning diffusion at lightspeed
Antonio Terpin, Nicolas Lanzetti, Martin Gadea +1
Diffusion regulates numerous natural processes and the dynamics of many successful generative models. Existing models to learn the diffusion terms from observational data rely on c…
Variational Analysis in the Wasserstein Space
Nicolas Lanzetti, Antonio Terpin, Florian Dörfler
We study optimization problems whereby the optimization variable is a probability measure. Since the space of probability measures is not a vector space, many classical methods for…