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1 paper

math.OC2025

Optimality of Linear Policies in Distributionally Robust Linear Quadratic Control

Bahar Taşkesen, Dan A. Iancu, Çağıl Koçyiğit +1

We study a generalization of the classical discrete-time, Linear-Quadratic-Gaussian (LQG) control problem where the noise distributions affecting the states and observations are un…