3 papers
math.OC2025
The Effective Countable Generalized Moment Problem
Lucas Gamertsfelder, Bernard Mourrain
We establish new convergence rates for the Moment-Sum-of-Squares (Moment-SoS) relaxations for the Generalized Moment Problem (GMP) with countable moment constraints on vectors of m…
math.OC2022
On convergence of occupational measures sets of a discrete-time stochastic control system, with applications to averaging of hybrid systems
Lucas Gamertsfelder
In the first part of the paper, we consider a discrete-time stochastic control system. We show that, under certain conditions, the set of random occupational measures generated by…
math.OC2020
LP Based Upper and Lower Bounds for Cesàro and Abel Limits of the Optimal Values in Problems of Control of Stochastic Discrete Time Systems
Konstantin Avrachenkov, Vladimir Gaitsgory, Lucas Gamertsfelder
In this paper, we study asymptotic properties of problems of control of stochastic discrete time systems (also known as Markov decision processes) with time averaging and time disc…