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math.OC2024
Operator Splitting for Convex Constrained Markov Decision Processes
Panagiotis D. Grontas, Anastasios Tsiamis, John Lygeros
We consider finite Markov decision processes (MDPs) with convex constraints and known dynamics. In principle, this problem is amenable to off-the-shelf convex optimization solvers,…
eess.SY2024
Online Linear Quadratic Tracking with Regret Guarantees
Aren Karapetyan, Diego Bolliger, Anastasios Tsiamis +2
Online learning algorithms for dynamical systems provide finite time guarantees for control in the presence of sequentially revealed cost functions. We pose the classical linear qu…