2 citations · 6 across the 8 of their papers we have counts for
4 papers · 2 filters
A Polynomial Chaos Approach to Stochastic LQ Optimal Control: Error Bounds and Infinite-Horizon Results
Ruchuan Ou, Jonas Schießl, Michael Heinrich Baumann +2
The stochastic linear--quadratic regulator problem subject to Gaussian disturbances is well known and usually addressed via a moment-based reformulation. Here, we leverage polynomi…
On the relationship between stochastic turnpike and dissipativity notions
Jonas Schießl, Michael H. Baumann, Timm Faulwasser +1
In this paper, we introduce and study different dissipativity notions and different turnpike properties for discrete-time stochastic nonlinear optimal control problems. The propose…
Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control
Jonas Schießl, Ruchuan Ou, Timm Faulwasser +2
We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity…
Pathwise turnpike and dissipativity results for discrete-time stochastic linear-quadratic optimal control problems
Jonas Schießl, Ruchuan Ou, Timm Faulwasser +2
We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for su…