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math.OC2025
Ergodic-risk Criterion for Stochastically Stabilizing Policy Optimization
Shahriar Talebi, Na Li
This paper introduces ergodic-risk criteria, which capture long-term cumulative risks associated with controlled Markov chains through probabilistic limit theorems--in contrast to…
math.OC2025
Ergodic-Risk Constrained Policy Optimization: The Linear Quadratic Case
Shahriar Talebi, Na Li
Risk-sensitive control balances performance with resilience to unlikely events in uncertain systems. This paper introduces ergodic-risk criteria, which capture long-term cumulative…
math.OC2024
Policy Optimization in Control: Geometry and Algorithmic Implications
Shahriar Talebi, Yang Zheng, Spencer Kraisler +2
This survey explores the geometric perspective on policy optimization within the realm of feedback control systems, emphasizing the intrinsic relationship between control design an…