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math.OC2023★ 1 cited
Bounds for the Tracking Error and Dynamic Regret of Inexact Online Optimization Methods: A General Analysis via Sequential Semidefinite Programs
Usman Syed, Emiliano Dall'Anese, Bin Hu
In this paper, we develop a unified framework for analyzing the tracking error and dynamic regret of inexact online optimization methods under a variety of settings. Specifically,…
math.OC2023
Learning the Kalman Filter with Fine-Grained Sample Complexity
Xiangyuan Zhang, Bin Hu, Tamer Başar
We develop the first end-to-end sample complexity of model-free policy gradient (PG) methods in discrete-time infinite-horizon Kalman filtering. Specifically, we introduce the rece…