Preprint
Aug 2026
Mean-covariance turnpikes in Wasserstein distributionally robust linear-quadratic control
A hybrid policy combining time-independent affine feedback with finite-horizon steering over a terminal layer is constructed, proving that its worst-case cost gap decays exponentially with the terminal-layer length uniformly in the horizon, which helps reducing the computation cost for long-horizon robust controls.
Yan-Zhi Wu, Zhengbiao Ji
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