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math.OC2024
Discrete Distributionally Robust Optimal Control with Explicitly Constrained Optimization
Yuma Shida, Yuji Ito
Distributionally robust optimal control (DROC) is gaining interest. This study presents a reformulation method for discrete DROC (DDROC) problems to design optimal control policies…
math.OC2024
Theoretical Analysis of Heteroscedastic Gaussian Processes with Posterior Distributions
Yuji Ito
This study introduces a novel theoretical framework for analyzing heteroscedastic Gaussian processes (HGPs) that identify unknown systems in a data-driven manner. Although HGPs eff…