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math.OC2022★ 5 cited
Globally Convergent Policy Search over Dynamic Filters for Output Estimation
Jack Umenberger, Max Simchowitz, Juan C. Perdomo +2
We introduce the first direct policy search algorithm which provably converges to the globally optimal filter for the classical problem of predicting the outputs…
math.OC2021
Towards a Dimension-Free Understanding of Adaptive Linear Control
Juan C. Perdomo, Max Simchowitz, Alekh Agarwal +1
We study the problem of adaptive control of the linear quadratic regulator for systems in very high, or even infinite dimension. We demonstrate that while sublinear regret requires…