4 papers · 1 filter
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 …
The Distributionally Robust Infinite-Horizon LQR
Joudi Hajar, Taylan Kargin, Vikrant Malik +1
We explore the infinite-horizon Distributionally Robust (DR) linear-quadratic control. While the probability distribution of disturbances is unknown and potentially correlated over…
Distributionally Robust Kalman Filtering over Finite and Infinite Horizon
Taylan Kargin, Joudi Hajar, Vikrant Malik +1
This paper investigates the distributionally robust filtering of signals generated by state-space models driven by exogenous disturbances with noisy observations in finite and infi…
Infinite-Horizon Distributionally Robust Regret-Optimal Control
Taylan Kargin, Joudi Hajar, Vikrant Malik +1
We study the infinite-horizon distributionally robust (DR) control of linear systems with quadratic costs, where disturbances have unknown, possibly time-correlated distribution wi…