Distributional Robustness in Minimax Linear Quadratic Control with Wasserstein Distance

DOI10.1137/22M1494105MaRDI QIDQ5883161

Ki Hyun Kim, Insoon Yang

Publication date: 29 March 2023

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.12715

zbMATH Keywords

linear systemsdiscrete-time systemsstochastic optimal controldistributional robustness

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear optimal control problems (49N05)

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