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math.OC2022
Logarithmic Regret in Adaptive Control of Noisy Linear Quadratic Regulator Systems Using Hints
Mohammad Akbari, Bahman Gharesifard, Tamas Linder
The problem of regret minimization for online adaptive control of linear-quadratic systems is studied. In this problem, the true system transition parameters (matrices and )…
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…