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math.OC2023
Capture, Propagate, and Control Distributional Uncertainty
Liviu Aolaritei, Nicolas Lanzetti, Florian Dörfler
We study stochastic dynamical systems in settings where only partial statistical information about the noise is available, e.g., in the form of a limited number of noise realizatio…
math.OC2023★ 13 cited
Dynamic Programming in Probability Spaces via Optimal Transport
Antonio Terpin, Nicolas Lanzetti, Florian Dörfler
We study discrete-time finite-horizon optimal control problems in probability spaces, whereby the state of the system is a probability measure. We show that, in many instances, the…