Federico Ramponi

Available identifiers

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

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