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math.OC2023
Non-asymptotic System Identification for Linear Systems with Nonlinear Policies
Yingying Li, Tianpeng Zhang, Subhro Das +2
This paper considers a single-trajectory system identification problem for linear systems under general nonlinear and/or time-varying policies with i.i.d. random excitation noises.…
math.OC2022
Escaping saddle points in zeroth-order optimization: the power of two-point estimators
Zhaolin Ren, Yujie Tang, Na Li
Two-point zeroth order methods are important in many applications of zeroth-order optimization, such as robotics, wind farms, power systems, online optimization, and adversarial ro…