3 papers
math.OC2026
Bounded Linear Programs for Data-Driven Optimal Control via Moment-Matching
Andrea Martinelli, Lucia Pezzetti, Niklas Schmid +2
Linear programming (LP) formulations offer a conceptually elegant approach to infinite-horizon, model-free nonlinear optimal control in continuous spaces. However, in addition to t…
math.OC2026
Joint Chance Constrained Safe-Optimal Control
Niklas Schmid, Jared Miller, Tristan Zeller +3
We consider the finite-time optimal control of stochastic systems subject to a probabilistic constraint on the trajectories' safety. Such formulations are known as joint chance con…
math.OC2025
Distributionally Robust Optimization over Wasserstein Balls with i.i.d. Structure
Andrey Kharitenko, Marta Fochesato, Anastasios Tsiamis +2
We consider distributionally robust optimization problems where the uncertainty is modeled via a structured Wasserstein ambiguity set. Specifically, the ambiguity is restricted to…