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20122024
most citedParallelizing Exploration-Exploitation Tradeoffs with Gaussian Process Bandit Optimization

69 citations · 462 across the 66 of their papers we have counts for

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5 papers · 1 filter

math.OC2015★ 3 cited

Suboptimal Stabilizing Controllers for Linearly Solvable System

Yoke Peng Leong, Matanya B. Horowitz, Joel W. Burdick

This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear H…

math.OC2014★ 12 cited

Linearly Solvable Stochastic Control Lyapunov Functions

Yoke Peng Leong, Matanya B. Horowitz, Joel W. Burdick

This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformatio…

math.OC2014

Domain Decomposition for Stochastic Optimal Control

Matanya B. Horowitz, Ivan Papusha, Joel W. Burdick

This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimi…

math.OC2014

Linear Hamilton Jacobi Bellman Equations in High Dimensions

Matanya B. Horowitz, Anil Damle, Joel W. Burdick

The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large classes of control problems. Unfortunately, this generality comes at a price, the calcula…

math.OC2014★ 1 cited

Semidefinite Relaxations for Stochastic Optimal Control Policies

Matanya B. Horowitz, Joel W. Burdick

Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation…