Learning algorithms have become an integral component to modern engineering solutions.
Examples range from self-driving cars and recommender systems to finance and even …

We study the performance of the certainty equivalent controller on Linear Quadratic (LQ)
control problems with unknown transition dynamics. We show that for both the fully and …

We study the global convergence of policy optimization for finding the Nash equilibria (NE)
in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of …

This monograph aims to provide a concise and comprehensive treatment of the basic theory
of algebraic Riccati equations and a description of both the classical and the more advanced …

The book is devoted to the perturbation analysis of matrix equations. The importance of
perturbation analysis is that it gives a way to estimate the influence of measurement and/or …

We consider the problem of online learning in Linear Quadratic Control systems whose state
transition and state-action transition matrices $ A $ and $ B $ may be initially unknown. We …

Perturbation Theory for Algebraic Riccati Equations Page 1 PERTURBATION THEORY FOR
ALGEBRAIC RICCATI EQUATIONS∗ JI-GUANG SUN† SIAM J. MATRIX ANAL. APPL. c 1998 …

Certainty equivalence adaptive controllers are analysed using a “data-driven Riccati
equation”, corresponding to the model-free Bellman equation used in Q-learning. The …

Two collections of benchmark examples are presented for the numerical solution of
continuous-time and discrete-time algebraic Riccati equations. These collections may serve …

Reinforcement learning (RL) has demonstrated impressive performance in various domains
such as video games, Go, robotic locomotion, and manipulation tasks. As we turn towards …