#continuous-time systems

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2 papers match

math.OC2026

Sparse Robust Optimal Control in Continuous-Time: A Computationally Viable Approach

Siddhartha Ganguly, Ashwin Aravind, Souvik Das +2

The paper introduces a computationally tractable algorithm that solves sparse robust optimal control problems for continuous-time linear noisy systems by reformulating them as semi…

#sparse control#robust optimal control#continuous-time systems#semi-infinite programming

math.ST2026

Causal Graphs, Markov Properties and Do-calculus for Stochastic Differential Equations

Philip Boeken, Joris M. Mooij

The paper develops a causal graphical framework for stochastic differential equations, defining conditions for well‑posed observational and interventional distributions and extendi…

#causal inference#stochastic differential equations#graphical models#continuous-time systems