Publications

A Gradient Descent-Ascent Method for Continuous-Time Risk-Averse Optimal Control

Convex Hulls of Reachable Sets

Non-Parametric Learning of Stochastic Differential Equations with Fast Rates of Convergence

Estimating the convex hull of the image of a set with smooth boundary: error bounds and applications

Statistical Linearization for Robust Motion Planning

Sample Average Approximation for Stochastic Programming with Equality Constraints

On the Accessibility and Controllability of Statistical Linearization for Stochastic Control: Algebraic Rank Conditions and their Genericity

Stabilization and Optimal Control of Interconnected SDE – Scalar PDE System

Risk-Averse Trajectory Optimization via Sample Average Approximation

Analysis of Theoretical and Numerical Properties of Sequential Convex Programming for Continuous-Time Optimal Control

Risk-Averse Control for Continuous-Time Stochastic System Under Signal Temporal Logic Constraints

A Gradient Method for Risk Averse Control of a PDE-SDE Interconnected System

Safely Learning Controlled Stochastic Dynamics

Stabilization and Optimal Control of a Multi Input-Delayed SDE System

Continuous-Time Nonlinear Optimal Control Problem Under Signal Temporal Logic Constraints

Optimal Control of an Interconnected SDE -Parabolic PDE System

Mean-Covariance Steering of a Linear Stochastic System with Input Delay and Additive Noise

Exact Characterization of the Convex Hulls of Reachable Sets

Using Spectral Submanifolds for Nonlinear Periodic Control

A Simple and Efficient Sampling-based Algorithm for General Reachability Analysis

Optimal control of aerospace systems with control-state constraints and delays