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Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems.

, , and . SIAM J. Control. Optim., 59 (1): 296-319 (2021)

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Simple and optimal methods for stochastic variational inequalities, II: Markovian noise and policy evaluation in reinforcement learning., , and . CoRR, (2020)Robust synthesis in mechanism design., and . CDC, page 225-230. IEEE, (2010)Balanced Truncation for a Class of Stochastic Jump Linear Systems and Model Reduction for Hidden Markov Models., , and . IEEE Trans. Automat. Contr., 53 (11): 2543-2557 (2008)Multivariable Optimization-Based Model Reduction., , and . IEEE Trans. Automat. Contr., 54 (10): 2477-2480 (2009)Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning., , and . SIAM J. Optim., 32 (2): 1120-1155 (2022)Cyber-Attack Forecast Modeling and Complexity Reduction Using a Game-Theoretic Framework., , and . CPSW@CISS, volume 449 of Lecture Notes in Control and Information Sciences, page 65-84. Springer, (2013)A fundamental limitation to the reduction of Markov chains via aggregation., and . Allerton Conference, page 1449-1454. IEEE, (2012)Fragility and robust design of optimal auctions., and . Allerton, page 248-253. IEEE, (2013)Tight computationally efficient approximation of matrix norms with applications., , and . Open J. Math. Optim., (March 2022)Balanced Truncation for Discrete Time Markov Jump Linear Systems., and . IEEE Trans. Automat. Contr., 55 (11): 2606-2611 (2010)