3 papers
eess.SY2025
Beyond Quadratic Costs: A Bregman Divergence Approach to H Control
Joudi Hajar, Reza Ghane, Babak Hassibi
In the past couple of decades, non-quadratic convex penalties have reshaped signal processing and machine learning; in robust control, however, general convex costs break the Ricca…
eess.SY2025
Beyond Quadratic Costs in LQR: Bregman Divergence Control
Babak Hassibi, Joudi Hajar, Reza Ghane
In the past couple of decades, the use of ``non-quadratic" convex cost functions has revolutionized signal processing, machine learning, and statistics, allowing one to customize s…
math.OC2024
Optimal Infinite-Horizon Mixed Control
Vikrant Malik, Taylan Kargin, Joudi Hajar +1
We study the problem of mixed control in the infinite-horizon setting. We identify the optimal causal controller that minimizes the …