2 papers
math.OC2020
On the lack of monotonicity of Newton-Hewer updates for Riccati equations
Mohammad Akbari, Bahman Gharesifard, Tamas Linder
We provide a set of counterexamples for the monotonicity of the Newton-Hewer method for solving the discrete-time algebraic Riccati equation in dynamic settings, drawing a contrast…
math.OC2019
An Iterative Riccati Algorithm for Online Linear Quadratic Control
Mohammad Akbari, Bahman Gharesifard, Tamas Linder
An online policy learning problem of linear control systems is studied. In this problem, the control system is known and linear, and a sequence of quadratic cost functions is revea…