3 papers
math.OC2026
Policy Optimization of Mixed H2/H-infinity Control: Benign Nonconvexity and Global Optimality
Chih-Fan Pai, Yuto Watanabe, Yujie Tang +1
Mixed H2/H-infinity control balances performance and robustness by minimizing an H2 cost bound subject to an H-infinity constraint. However, classical Riccati/LMI solutions offer l…
math.OC2025
Semidefinite Programming Duality in Infinite-Horizon Linear Quadratic Differential Games
Yuto Watanabe, Chih-Fan Pai, Yang Zheng
Semidefinite programs (SDPs) play a crucial role in control theory, traditionally as a computational tool. Beyond computation, the duality theory in convex optimization also provid…
math.OC2025
Revisiting Strong Duality, Hidden Convexity, and Gradient Dominance in the Linear Quadratic Regulator
Yuto Watanabe, Yang Zheng
The Linear Quadratic Regulator (LQR) is a cornerstone of optimal control theory, widely studied in both model-based and model-free approaches. Despite its well-established nature,…