14 citations · 22 across the 14 of their papers we have counts for
6 papers · 1 filter
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…
Lossless Convexification and Duality
Donghwan Lee
The main goal of this paper is to investigate strong duality of non-convex semidefinite programming problems (SDPs). In the optimization community, it is well-known that a convex o…
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…
A Discrete-Time Switching System Analysis of Q-learning
Donghwan Lee, Jianghai Hu, Niao He
This paper develops a novel control-theoretic framework to analyze the non-asymptotic convergence of Q-learning. We show that the dynamics of asynchronous Q-learning with a constan…