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math.OC2021★ 2 cited
Distributionally Robust Optimization with Markovian Data
Mengmeng Li, Tobias Sutter, Daniel Kuhn
We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples ge…
math.OC2017
Convex programming in optimal control and information theory
Tobias Sutter
The main theme of this thesis is the development of computational methods for classes of infinite-dimensional optimization problems arising in optimal control and information theor…