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math.OC2021
Linear Quadratic Control with Risk Constraints
Anastasios Tsiamis, Dionysios S. Kalogerias, Alejandro Ribeiro +1
We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated b…
math.OC2021
Encrypted Distributed Lasso for Sparse Data Predictive Control
Andreea B. Alexandru, Anastasios Tsiamis, George J. Pappas
The least squares problem with L1-regularized regressors, called Lasso, is a widely used approach in optimization problems where sparsity of the regressors is desired. This formula…