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20242026
most citedConvergence and Robustness of Value and Policy Iteration for the Linear Quadratic Regulator

1 citations · 1 across the 15 of their papers we have counts for

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15 papers

eess.SY2026

A Generalized Plant Perspective on Linear-Convex Feedback Optimization

Fabian Jakob, Andrea Iannelli

Feedback optimization is a control approach for driving a dynamical system to the solution of an optimization problem by interconnecting the plant with an algorithm. Existing stabi…

math.OC2026

Structure, Analysis, and Synthesis of First-Order Algorithms

Jared Miller, Carsten Scherer, Fabian Jakob +1

First-order optimization algorithms can be interpreted through the lens of dynamical systems as the interconnection of linear systems and a set of subgradient nonlinearities. This…

eess.SY2025

Adaptive Time-Domain Harmonic Control for Noise-Vibration-Harshness Reduction of Electric Drives

Klaus Herburger, Fabian Jakob, David Gänzle +2

Reducing Noise, Vibration, and Harshness (NVH) in electric drives is crucial for applications such as electric vehicle drivetrains and heat-pump compressors, where strict NVH requi…

eess.SY2025

Sample-Efficient Model-Free Policy Gradient Methods for Stochastic LQR via Robust Linear Regression

Bowen Song, Sebastien Gros, Andrea Iannelli

Policy gradient algorithms are widely used in reinforcement learning and belong to the class of approximate dynamic programming methods. This paper studies two key policy gradient…

cs.LG2025

Convergence and stability of Q-learning in Hierarchical Reinforcement Learning

Massimiliano Manenti, Andrea Iannelli

Hierarchical Reinforcement Learning promises, among other benefits, to efficiently capture and utilize the temporal structure of a decision-making problem and to enhance continual…

math.OC2025

Accelerated ADMM: Automated Parameter Tuning and Improved Linear Convergence

Meisam Tavakoli, Fabian Jakob, Guido Carnevale +2

This work studies the linear convergence of an accelerated scheme of the Alternating Direction Method of Multipliers (ADMM) for strongly convex and Lipschitz-smooth problems. We us…

math.OC2025

Analysis and Synthesis of Switched Optimization Algorithms

Jared Miller, Fabian Jakob, Carsten Scherer +1

Deployment of optimization algorithms over communication networks face challenges associated with time delays and corruptions. Fixed time delays can destabilize popular gradient-ba…

eess.SY2025

Hidden Convexity in Active Learning: A Convexified Online Input Design for ARX Systems

Nicolas Chatzikiriakos, Bowen Song, Philipp Rank +1

The goal of this work is to accelerate the identification of an unknown ARX system from trajectory data through online input design. Specifically, we present an active learning alg…

math.OC2025

Complexity guarantees for risk-neutral generalized Nash equilibrium problems

Haochen Tao, Andrea Iannelli, Meggie Marschner +3

In this paper, we address \ac{SGNEP} seeking with risk-neutral agents. Our main contribution lies the development of a stochastic variance-reduced gradient (SVRG) technique, modifi…

eess.SY2025

Robustness of Online Identification-based Policy Iteration to Noisy Data

Bowen Song, Andrea Iannelli

This article investigates the core mechanisms of indirect data-driven control for unknown systems, focusing on the application of policy iteration (PI) within the context of the li…

math.OC2025

Online Convex Optimization and Integral Quadratic Constraints: An automated approach to regret analysis

Fabian Jakob, Andrea Iannelli

We propose a novel approach for analyzing dynamic regret of first-order constrained online convex optimization algorithms for strongly convex and Lipschitz-smooth objectives. Cruci…

eess.SY2025

Convergence Guarantees of Model-free Policy Gradient Methods for LQR with Stochastic Data

Bowen Song, Andrea Iannelli

Policy gradient (PG) methods are the backbone of many reinforcement learning algorithms due to their good performance in policy optimization problems. As a gradient-based approach,…

math.OC2025

A Linear Parameter-Varying Framework for the Analysis of Time-Varying Optimization Algorithms

Fabian Jakob, Andrea Iannelli

In this paper we propose a framework to analyze iterative first-order optimization algorithms for time-varying convex optimization. We assume that the temporal variability is cause…

eess.SY2024★ 1 cited

Convergence and Robustness of Value and Policy Iteration for the Linear Quadratic Regulator

Bowen Song, Chenxuan Wu, Andrea Iannelli

This paper revisits and extends the convergence and robustness properties of value and policy iteration algorithms for discrete-time linear quadratic regulator problems. In the mod…

eess.SY2024

The Role of Identification in Data-driven Policy Iteration: A System Theoretic Study

Bowen Song, Andrea Iannelli

The goal of this article is to study fundamental mechanisms behind so-called indirect and direct data-driven control for unknown systems. Specifically, we consider policy iteration…