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math.OC2025
Optimality of Linear Policies in Distributionally Robust Linear Quadratic Control
Bahar Taşkesen, Dan A. Iancu, Çağıl Koçyiğit +1
We study a generalization of the classical discrete-time, Linear-Quadratic-Gaussian (LQG) control problem where the noise distributions affecting the states and observations are un…
math.OC2025
Towards Optimal Offline Reinforcement Learning
Mengmeng Li, Daniel Kuhn, Tobias Sutter
We study offline reinforcement learning problems with a long-run average reward objective. The state-action pairs generated by any fixed behavioral policy thus follow a Markov chai…