32 citations · 32 across the 4 of their papers we have counts for
4 papers
Logarithmic Regret and Polynomial Scaling in Online Multi-step-ahead Prediction
Jiachen Qian, Yang Zheng
This letter studies the problem of online multi-step-ahead prediction for unknown linear stochastic systems. Using conditional distribution theory, we derive an optimal parameteriz…
Model-free Online Learning for the Kalman Filter: Forgetting Factor and Logarithmic Regret
Jiachen Qian, Yang Zheng
We consider the problem of online prediction for an unknown, non-explosive linear stochastic system. With a known system model, the optimal predictor is the celebrated Kalman filte…
Policy Optimization in Control: Geometry and Algorithmic Implications
Shahriar Talebi, Yang Zheng, Spencer Kraisler +2
This survey explores the geometric perspective on policy optimization within the realm of feedback control systems, emphasizing the intrinsic relationship between control design an…
On the Optimization Landscape of Dynamic Output Feedback Linear Quadratic Control
Jingliang Duan, Wenhan Cao, Yang Zheng +1
The convergence of policy gradient algorithms hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often b…