2 papers
math.OC2025
Actor-Critic Learning for Risk-Constrained Linear Quadratic Regulation
Weijian Li, Andreas A. Malikopoulos
In this paper, we investigate the infinite-horizon risk-constrained linear quadratic regulator problem (RC-QR), which augments the classical LQR formulation with a statistical cons…
math.OC2025
On the Robustness of Derivative-free Methods for Linear Quadratic Regulator
Weijian Li, Panagiotis Kounatidis, Zhong-Ping Jiang +1
Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems w…