4 papers
REGAIN: REconciliation GAIN-driven Auxiliary Direction Learning
Weijia Li, Shun Hu, Yanfei Kang
Forecast reconciliation usually starts from a fixed measurement system and asks how forecasts should be projected onto a coherent space. We ask a different question: which addition…
Data-Driven Linear Quadratic Control Using Output-Feedback via Non-Minimal Realization
Weijian Li, Bowen Yi, Panos J. Antsaklis +1
In this paper, we investigate a continuous-time linear quadratic control problem for systems with unknown matrices, where only input-output data are available. We propose an output…
Robust Accelerated Dynamics for Subnetwork Bilinear Zero-Sum Games with Distributed Restarting
Weijian Li, Lacra Pavel, Andreas A. Malikopoulos
In this paper, we investigate distributed Nash equilibrium seeking for a class of two-subnetwork zero-sum games characterized by bilinear coupling. We present a distributed primal-…
Primal-dual Accelerated Mirror-Descent Method for Constrained Bilinear Saddle-Point Problems
Weijian Li, Xianlin Zeng, Lacra Pavel
We develop a first-order accelerated algorithm for a class of constrained bilinear saddle-point problems with applications to network systems. The algorithm is a modified time-vary…