no code implementations • 30 Oct 2023 • Lucia Falconi, Andrea Martinelli, John Lygeros
The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting.
no code implementations • 8 Jun 2023 • Lucia Falconi, Augusto Ferrante, Mattia Zorzi
A new paradigm is proposed for the robustification of the LQG controller against distributional uncertainties on the noise process.