Federico Ramponi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A theory of the risk for empirical CVaR with application to portfolio selection Journal of Systems Science and Complexity	2022-01-21	Paper
A General Scenario Theory for Nonconvex Optimization and Decision Making IEEE Transactions on Automatic Control	2018-12-18	Paper
Expected shortfall: heuristics and certificates European Journal of Operational Research	2018-05-30	Paper
Consistency of the scenario approach SIAM Journal on Optimization	2018-01-17	Paper
Stable Networked Control Systems With Bounded Control Authority IEEE Transactions on Automatic Control	2017-09-08	Paper
On Mean-Square Boundedness of Stochastic Linear Systems With Quantized Observations IEEE Transactions on Automatic Control	2017-09-08	Paper
On the Convergence of an Efficient Algorithm for Kullback–Leibler Approximation of Spectral Densities IEEE Transactions on Automatic Control	2017-08-25	Paper
Attaining Mean Square Boundedness of a Marginally Stable Stochastic Linear System With a Bounded Control Input IEEE Transactions on Automatic Control	2017-08-25	Paper
Hellinger Versus Kullback–Leibler Multivariable Spectrum Approximation IEEE Transactions on Automatic Control	2017-08-08	Paper
A Globally Convergent Matricial Algorithm for Multivariate Spectral Estimation IEEE Transactions on Automatic Control	2017-08-08	Paper
On the connections between PCTL and dynamic programming Proceedings of the 13th ACM international conference on Hybrid systems: computation and control	2017-05-10	Paper
Isospectral flows on a class of finite-dimensional Jacobi matrices Systems & Control Letters	2013-12-02	Paper
Stochastic receding horizon control with output feedback and bounded controls Automatica	2012-08-24	Paper
Stochastic receding horizon control with output feedback and bounded controls Automatica	2012-08-24	Paper
On mean square boundedness of stochastic linear systems with bounded controls Systems & Control Letters	2012-05-11	Paper
On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators Systems & Control Letters	2010-07-20	Paper
Further results on the Byrnes-Georgiou-Lindquist generalized moment problem	2008-01-17	Paper

Research outcomes over time

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