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Author

Gianluca Bianchin

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Preprint Oct 2026

Worst-Case Finite-Horizon Analysis of Perturbed LQR via Performance Estimation Problem

We propose an exact formulation to quantify the finite-horizon robustness of a Linear Quadratic Regulator (LQR) subject to norm-bounded Linear Time-Invariant (LTI) parametric uncertainties, using the Performance Estimation Problem (PEP) framework. Originally developed for optimization, this method allows us to reformul...

Anthony Couthures, Gianluca Bianchin, Julien M. Hendrickx · 0 citations
Preprint Aug 2026

Direct Search Methods for Online Nonconvex Optimization Under Inexact Bandit Feedback

A randomized two-point direct-search algorithm for nonconvex time-varying optimization and derive iteration-complexity bounds under both constant and diminishing probing ratios, which recover the complexity of existing zeroth-order methods in the time-invariant setting while extending direct- search methods beyond stat...

Gaspar Robert, Gianluca Bianchin · 0 citations

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