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math.OC2022★ 1 cited
LQG Differential Stackelberg Game under Nested Observation Information Pattern
Zhipeng Li, Damian Marelli, Minyue Fu +1
We investigate the linear quadratic Gaussian Stackelberg game under a class of nested observation information pattern. Two decision makers implement control strategies relying on d…
eess.SY2022
Reinforcement Learning Approach to Estimation in Linear Systems
Minyue Fu
This paper addresses two important estimation problems for linear systems, namely system identification and model-free state estimation. Our focus is on ARMAX models with unknown p…