Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Wasserstein Distributionally Robust Control of Partially Observable
  Linear Systems: Tractable Approximation and Performance Guarantee   Wasserstein distributionally robust control (WDRC) is an effective method for
addressing inaccurate distribution information about disturbances in stochastic
systems. It provides various salient features, such as an out-of-sample
performance guarantee, while most of existing methods use full-state
observations. In this paper, we develop a computationally tractable WDRC method
for discrete-time partially observable linear-quadratic (LQ) control problems.
The key idea is to reformulate the WDRC problem as a novel minimax control
problem with an approximate Wasserstein penalty. We derive a closed-form
expression of the optimal solution to the approximate problem using a
nontrivial Riccati equation. We further show the guaranteed cost property of
the resulting controller and identify a provable bound for the optimality gap.
Finally, we evaluate the performance of our method through numerical
experiments using both Gaussian and non-Gaussian disturbances.

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The categories of this paper are: bayes-an
6
The categories of this paper are: astro-ph
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The categories of this paper are: math-ph
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The categories of this paper are: cmp-lg
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The categories of this paper are: alg-geom
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The categories of this paper are: q-fin
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The categories of this paper are: solv-int
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The categories of this paper are: ao-sci
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The categories of this paper are: acc-phys
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The categories of this paper are: chem-ph
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The categories of this paper are: funct-an
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The categories of this paper are: hep-ex
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The categories of this paper are: gr-qc
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The categories of this paper are: cond-mat
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The categories of this paper are: nlin
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The categories of this paper are: adap-org