{"id":"https://openalex.org/W4388675100","doi":"https://doi.org/10.1109/allerton58177.2023.10313514","title":"Stochastic Control under Correlated Disturbances","display_name":"Stochastic Control under Correlated Disturbances","publication_year":2023,"publication_date":"2023-09-26","ids":{"openalex":"https://openalex.org/W4388675100","doi":"https://doi.org/10.1109/allerton58177.2023.10313514"},"language":"en","primary_location":{"id":"doi:10.1109/allerton58177.2023.10313514","is_oa":false,"landing_page_url":"http://dx.doi.org/10.1109/allerton58177.2023.10313514","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 59th Annual Allerton Conference on Communication, Control, and Computing (Allerton)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5041090689","display_name":"Faraz Farahvash","orcid":null},"institutions":[{"id":"https://openalex.org/I205783295","display_name":"Cornell University","ror":"https://ror.org/05bnh6r87","country_code":"US","type":"education","lineage":["https://openalex.org/I205783295"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Faraz Farahvash","raw_affiliation_strings":["Cornell University,Electrical and Computer Engineering","Electrical and Computer Engineering, Cornell University"],"affiliations":[{"raw_affiliation_string":"Cornell University,Electrical and Computer Engineering","institution_ids":["https://openalex.org/I205783295"]},{"raw_affiliation_string":"Electrical and Computer Engineering, Cornell University","institution_ids":["https://openalex.org/I205783295"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5103277656","display_name":"Ao Tang","orcid":"https://orcid.org/0000-0001-6296-644X"},"institutions":[{"id":"https://openalex.org/I205783295","display_name":"Cornell University","ror":"https://ror.org/05bnh6r87","country_code":"US","type":"education","lineage":["https://openalex.org/I205783295"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ao Tang","raw_affiliation_strings":["Cornell University,Electrical and Computer Engineering","Electrical and Computer Engineering, Cornell University"],"affiliations":[{"raw_affiliation_string":"Cornell University,Electrical and Computer Engineering","institution_ids":["https://openalex.org/I205783295"]},{"raw_affiliation_string":"Electrical and Computer Engineering, Cornell University","institution_ids":["https://openalex.org/I205783295"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5041090689"],"corresponding_institution_ids":["https://openalex.org/I205783295"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.18000955,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"7"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10791","display_name":"Advanced Control Systems Optimization","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12794","display_name":"Adaptive Dynamic Programming Control","score":0.9829999804496765,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10046","display_name":"Stability and Control of Uncertain Systems","score":0.9754999876022339,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/linear-quadratic-gaussian-control","display_name":"Linear-quadratic-Gaussian control","score":0.8988422155380249},{"id":"https://openalex.org/keywords/trajectory","display_name":"Trajectory","score":0.7051679491996765},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.6473509669303894},{"id":"https://openalex.org/keywords/independence","display_name":"Independence (probability theory)","score":0.6356675624847412},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.5912616848945618},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.5689996480941772},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.5252142548561096},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.5097031593322754},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.48201099038124084},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4449448883533478},{"id":"https://openalex.org/keywords/controller","display_name":"Controller (irrigation)","score":0.4191458821296692},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.4184228181838989},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.39547228813171387},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.08870789408683777},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.08457893133163452}],"concepts":[{"id":"https://openalex.org/C204495892","wikidata":"https://www.wikidata.org/wiki/Q1798304","display_name":"Linear-quadratic-Gaussian control","level":3,"score":0.8988422155380249},{"id":"https://openalex.org/C13662910","wikidata":"https://www.wikidata.org/wiki/Q193139","display_name":"Trajectory","level":2,"score":0.7051679491996765},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.6473509669303894},{"id":"https://openalex.org/C35651441","wikidata":"https://www.wikidata.org/wiki/Q625303","display_name":"Independence (probability theory)","level":2,"score":0.6356675624847412},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.5912616848945618},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.5689996480941772},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.5252142548561096},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.5097031593322754},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.48201099038124084},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4449448883533478},{"id":"https://openalex.org/C203479927","wikidata":"https://www.wikidata.org/wiki/Q5165939","display_name":"Controller (irrigation)","level":2,"score":0.4191458821296692},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4184228181838989},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.39547228813171387},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.08870789408683777},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08457893133163452},{"id":"https://openalex.org/C6557445","wikidata":"https://www.wikidata.org/wiki/Q173113","display_name":"Agronomy","level":1,"score":0.0},{"id":"https://openalex.org/C1276947","wikidata":"https://www.wikidata.org/wiki/Q333","display_name":"Astronomy","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/allerton58177.2023.10313514","is_oa":false,"landing_page_url":"http://dx.doi.org/10.1109/allerton58177.2023.10313514","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 59th Annual Allerton Conference on Communication, Control, and Computing (Allerton)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W2065313971","https://openalex.org/W2160944205","https://openalex.org/W2560597081","https://openalex.org/W2954409383","https://openalex.org/W3094079632","https://openalex.org/W3176714685","https://openalex.org/W3204297763","https://openalex.org/W3217649341","https://openalex.org/W4236323066","https://openalex.org/W4284879674","https://openalex.org/W4300723704","https://openalex.org/W4314946947","https://openalex.org/W6764823562","https://openalex.org/W6802317977","https://openalex.org/W6802759377"],"related_works":["https://openalex.org/W1932159282","https://openalex.org/W2619014647","https://openalex.org/W4285537323","https://openalex.org/W2379312070","https://openalex.org/W2136173754","https://openalex.org/W2097411338","https://openalex.org/W4256064714","https://openalex.org/W4377299729","https://openalex.org/W2110050003","https://openalex.org/W2953025626"],"abstract_inverted_index":{"Stochastic":[0],"control":[1,7],"is":[2,11,73,86,93],"a":[3,39],"fundamental":[4],"concept":[5],"in":[6,83],"theory.":[8],"Traditionally,":[9],"it":[10],"assumed":[12],"that":[13,69],"the":[14,33,43,52,59,70,77,101],"system":[15],"disturbances":[16,34,91],"are":[17,35],"independent.":[18],"This":[19],"assumption":[20],"does":[21],"not":[22],"always":[23],"hold.":[24],"In":[25],"this":[26,84],"paper,":[27],"we":[28,56],"look":[29,57],"into":[30,58],"cases":[31],"where":[32],"correlated.":[36],"We":[37,67,95],"provide":[38,96],"modified":[40],"version":[41],"of":[42],"Dynamic":[44],"Programming":[45],"algorithm":[46],"to":[47,76,99],"find":[48],"optimal":[49,71],"policies":[50],"without":[51],"independence":[53],"assumption.":[54],"Then,":[55],"classic":[60],"LQG":[61,79],"problem":[62,85],"but":[63],"with":[64],"correlated":[65],"disturbances.":[66],"show":[68],"policy":[72],"closely":[74],"related":[75],"trajectory-following":[78],"problem.":[80],"The":[81],"trajectory":[82],"defined":[87],"by":[88],"estimating":[89],"future":[90],"and":[92],"time-varying.":[94],"numerical":[97],"examples":[98],"illustrate":[100],"theoretical":[102],"results.":[103]},"counts_by_year":[],"updated_date":"2025-12-21T01:58:51.020947","created_date":"2025-10-10T00:00:00"}
