7 citations · 12 across the 22 of their papers we have counts for
3 papers · 1 filter
Risk-Aware LQR with Temporally Coupled States
Chuanning Wei, Kin Fung Li, Dionysis Kalogerias +1
We formulate and solve a discrete-time linear-quadratic regulation (LQR) problem in a finite horizon thatpenalizes temporal variability and stochastic variability of the state traj…
Inexact Zeroth-Order Nonsmooth and Nonconvex Stochastic Composite Optimization and Applications
Spyridon Pougkakiotis, Dionysis Kalogerias
In this paper we present an inexact zeroth-order method suitable for the solution nonsmooth and nonconvex stochastic composite optimization problems, in which the objective is spli…
An efficient active-set method with applications to sparse approximations and risk minimization
Spyridon Pougkakiotis, Jacek Gondzio, Dionysis Kalogerias
In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applica…