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math.OC2026
Distributionally Robust Regret Optimal Control Under Moment-Based Ambiguity Sets
Feras Al Taha, Eilyan Bitar
We consider a class of finite-horizon, linear-quadratic stochastic control problems, where the probability distribution governing the noise process is unknown but assumed to belong…
math.OC2024
Distributionally Robust Regret Minimization
Eilyan Bitar
We consider decision-making problems involving the optimization of linear objective functions with uncertain coefficients. The probability distribution of the coefficients--which a…