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math.OC2026
Parallel Dynamic Programming for Conic Linear Quadratic Control
Luyao Zhang, Gabriel Bravo-Palacios, Brian Plancher +1
Linear Quadratic (LQ) control problems are at the heart of linear control theory and Model Predictive Control (MPC). While performant, standard approaches to solving such problems…
math.OC2025
Wasserstein Distributionally Robust Nash Equilibrium Seeking with Heterogeneous Data: A Lagrangian Approach
Zifan Wang, Georgios Pantazis, Sergio Grammatico +2
We study a class of distributionally robust games where agents are allowed to heterogeneously choose their risk aversion with respect to distributional shifts of the uncertainty. I…
math.OC2025
Nash equilibrium seeking for a class of quadratic-bilinear Wasserstein distributionally robust games
Georgios Pantazis, Reza Rahimi Baghbadorani, Sergio Grammatico
We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samp…