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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…