Bahar Taskesen

Optimal Transport on Lie Group Orbits

  • Bahar Taskesen
    • Categories Infinite Dimensional Optimization, Other Topics

    In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as symmetry and formalize it using Lie group theory. Fixing a Lie group action on the outcome space and a reference distribution, we study optimal transport … Read more

    Optimality of Linear Policies in Distributionally Robust Linear Quadratic Control

  • Bahar Taskesen
  • Dan Iancu
  • Çağıl Koçyiğit
  • Daniel Kuhn
    • Categories Other Topics

    We study a generalization of the classical discrete-time, Linear-Quadratic-Gaussian (LQG) control problem where the noise distributions affecting the states and observations are unknown and chosen adversarially from divergence-based ambiguity sets centered around a known nominal distribution. For a finite horizon model with Gaussian nominal noise and a structural assumption on the divergence that is satisfied … Read more