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math.OC2026
ExactVariance of Random Return in Distributional LQR and Its Application to Mean-Variance Optimal Control
Ruyi Teng, Zifan Wang, Yulong Gao
The classical linear quadratic regulator (LQR) minimizes the expected cumulative return but fails to account for performance variability, rendering it inadequate for risk-aware app…
math.OC2025
Quadratic Truncated Random Return in Distributional LQR: Positive Definiteness, Density, and Log-Concavity
Ruyi Teng, Dan Wang, Wei Chen +1
Distributional linear quadratic regulator (LQR) is a new framework that integrates the distributional reinforcement learning and classical LQR, which offers a new way to study the…