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math.OC2024
Operator Splitting for Convex Constrained Markov Decision Processes
Panagiotis D. Grontas, Anastasios Tsiamis, John Lygeros
We consider finite Markov decision processes (MDPs) with convex constraints and known dynamics. In principle, this problem is amenable to off-the-shelf convex optimization solvers,…
math.OC2024
Data-Driven Distributionally Robust System Level Synthesis
Francesco Micheli, Anastasios Tsiamis, John Lygeros
We present a novel approach for the control of uncertain, linear time-invariant systems, which are perturbed by potentially unbounded, additive disturbances. We propose a \emph{dou…