1 citations · 2 across the 5 of their papers we have counts for
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On the Semidefinite Duality of Finite-Horizon LQG Problem
Donghwan Lee
In this paper, our goal is to study fundamental foundations of linear quadratic Gaussian (LQG) control problems for stochastic linear time-invariant systems via Lagrangian duality…
Convergence of Dynamic Programming on the Semidefinite Cone
Donghwan Lee
The goal of this paper is to investigate new and simple convergence analysis of dynamic programming for linear quadratic regulator problem of discrete-time linear time-invariant sy…
Data-Driven Control Design with LMIs and Dynamic Programming
Donghwan Lee, Do Wan Kim
The goal of this paper is to develop data-driven control design and evaluation strategies based on linear matrix inequalities (LMIs) and dynamic programming. We consider determinis…
Multi-Objective LQG Design with Primal-Dual Method
Donghwan Lee, Do Wan Kim
The goal of this paper is to study a multi-objective linear quadratic Gaussian (LQG) control problem. In particular, we consider an optimal control problem minimizing a quadratic c…
Supplemental Material For "Primal-Dual Q-Learning Framework for LQR Design"
Donghwan Lee, Jianghai Hu
Recently, reinforcement learning (RL) is receiving more and more attentions due to its successful demonstrations outperforming human performance in certain challenging tasks. In ou…
Dynamic Programming for POMDP with Jointly Discrete and Continuous State-Spaces
Donghwan Lee, Niao He, Jianghai Hu
In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class…