2 papers
math.OC2021
Transient growth of accelerated optimization algorithms
Hesameddin Mohammadi, Samantha Samuelson, Mihailo R. Jovanović
Optimization algorithms are increasingly being used in applications with limited time budgets. In many real-time and embedded scenarios, only a few iterations can be performed and…
math.OC2018
Safety-Aware Optimal Control of Stochastic Systems Using Conditional Value-at-Risk
Samantha Samuelson, Insoon Yang
In this paper, we consider a multi-objective control problem for stochastic systems that seeks to minimize a cost of interest while ensuring safety. We introduce a novel measure of…