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math.OC2025
Distributionally Robust System Level Synthesis With Output Feedback Affine Control Policy
Yun Li, Jicheng Shi, Colin N. Jones +2
This paper studies the finite-horizon robust optimal control of constrained linear systems subject to model mismatch and additive stochastic disturbances. Utilizing the system leve…
math.OC2025
On Data-Driven Robust Optimization With Multiple Uncertainty Subsets: Unified Uncertainty Set Representation and Mitigating Conservatism
Yun Li, Neil Yorke-Smith, Tamas Keviczky
Constructing uncertainty sets as unions of multiple subsets has emerged as an effective approach for creating compact and flexible uncertainty representations in data-driven robust…