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math.OC2024
Optimal Adaptive Control of Linear Stochastic Systems with Quadratic Cost Function
Nian Liu, Cheng Zhao, Shaolin Tan +1
In this paper, we consider the adaptive linear quadratic Gaussian control problem, where both the linear transformation matrix of the state and the control gain matrix are…
math.OC2022
A Nesterov's Accelerated Projected Gradient Method for Monotone Variational Inequalities
Shaolin Tan, Jinhu Lu
In this technical note, we are concerned with the problem of solving variational inequalities with improved convergence rates. Motivated by Nesterov's accelerated gradient method f…