137 citations · 248 across the 25 of their papers we have counts for
4 papers · 1 filter
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…
Generalized maximum entropy estimation
Tobias Sutter, David Sutter, Peyman Mohajerin Esfahani +1
We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Bas…
On Infinite Linear Programming and the Moment Approach to Deterministic Infinite Horizon Discounted Optimal Control Problems
Angeliki Kamoutsi, Tobias Sutter, Peyman Mohajerin Esfahani +1
We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem…
From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming
Peyman Mohajerin Esfahani, Tobias Sutter, Daniel Kuhn +1
We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation…