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math.OC2025
Linear Dynamics meets Linear MDPs: Closed-Form Optimal Policies via Reinforcement Learning
Abed AlRahman Al Makdah, Oliver Kosut, Lalitha Sankar +1
Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforc…
math.OC2025
Online Optimization with Unknown Time-varying Parameters
Shivanshu Tripathi, Abed AlRahman Al Makdah, Fabio Pasqualetti
In this paper, we study optimization problems where the cost function contains time-varying parameters that are unmeasurable and evolve according to linear, yet unknown, dynamics.…