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math.OC2026
Optimal Transport on Lie Group Orbits
Bahar Taskesen
In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the…
math.OC2025
Unifying Distributionally Robust Optimization via Optimal Transport Theory
Jose Blanchet, Daniel Kuhn, Jiajin Li +1
In recent years, two prominent paradigms have shaped distributionally robust optimization (DRO), modeling distributional ambiguity through -divergences and Wasserstein distance…
math.OC2025
Optimality of Linear Policies in Distributionally Robust Linear Quadratic Control
Bahar TaÅkesen, Dan A. Iancu, ÃaÄıl KoçyiÄit +1
We study a generalization of the classical discrete-time, Linear-Quadratic-Gaussian (LQG) control problem where the noise distributions affecting the states and observations are un…