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math.OC2024
Online Policy Optimization in Unknown Nonlinear Systems
Yiheng Lin, James A. Preiss, Fengze Xie +4
We study online policy optimization in nonlinear time-varying dynamical systems where the true dynamical models are unknown to the controller. This problem is challenging because,…
math.OC2022
Online Adaptive Policy Selection in Time-Varying Systems: No-Regret via Contractive Perturbations
Yiheng Lin, James A. Preiss, Emile Anand +3
We study online adaptive policy selection in systems with time-varying costs and dynamics. We develop the Gradient-based Adaptive Policy Selection (GAPS) algorithm together with a…