3 papers
cs.LG2026
Logarithmic Regret via Passive Change Detection in Piecewise-Stationary Self-Tuning Regulation
A. Ch. Madhusudanarao, Rahul Singh
We study minimum-variance control of an unknown autoregressive system with exogenous inputs and coefficients that change at unknown times. Under bounded independent disturbances, f…
cs.LG2026
Stationary Bias and Extrapolation in Nonlinear Two-Timescale Stochastic Approximation
A. Ch. Madhusudanarao, Rahul Singh
Constant-step stochastic approximation generally has a nonzero stationary mean error that persists under time averaging. This paper studies that error for nonlinear two-timescale r…
cs.LG2024
On Learning for Ambiguous Chance Constrained Problems
A Ch Madhusudanarao, Rahul Singh
We study chance constrained optimization problems s.t. where is the violation probability, when the distribut…