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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…
math.OC2023
Learning Optimal and Fair Policies for Online Allocation of Scarce Societal Resources from Data Collected in Deployment
Bill Tang, Çağıl Koçyiğit, Eric Rice +1
We study the problem of allocating scarce societal resources of different types (e.g., permanent housing, deceased donor kidneys for transplantation, ventilators) to heterogeneous…