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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.OC2022★ 1 cited
Localization and Estimation of Unknown Forced Inputs: A Group LASSO Approach
Rajasekhar Anguluri, Lalitha Sankar, Oliver Kosut
We model and study the problem of localizing a set of sparse forcing inputs for linear dynamical systems from noisy measurements when the initial state is unknown. This problem is…