2 papers
cs.LG2026
Online Learning of Kalman Filtering: From Output to State Estimation
Lintao Ye, Ankang Zhang, Ming Chi +2
In this paper, we study the problem of learning Kalman filtering with unknown system model in partially observed linear dynamical systems. We propose a unified algorithmic framewor…
math.OC2025
Offline Learning of Decision Functions in Multiplayer Games with Expectation Constraints
Yuanhanqing Huang, Jianghai Hu
We explore a class of stochastic multiplayer games where each player in the game aims to optimize its objective under uncertainty and adheres to some expectation constraints. The s…