2 papers
eess.SY2025
PolyOCP.jl -- A Julia Package for Stochastic OCPs and MPC
Ruchuan Ou, Learta Januzi, Jonas Schießl +3
The consideration of stochastic uncertainty in optimal and predictive control is a well-explored topic. Recently Polynomial Chaos Expansions (PCE) have received considerable attent…
math.OC2025
Separable Approximations of Optimal Value Functions and Their Representation by Neural Networks
Mario Sperl, Luca Saluzzi, Dante Kalise +1
The use of separable approximations is proposed to mitigate the curse of dimensionality related to the approximation of high-dimensional value functions in optimal control. The sep…