Primal-dual policy learning for mean-field stochastic LQR problem
Fuente:
arXiv
Guardado en:
| Autores principales: | Jiang, Xiushan, Wang, Dong, Zhang, Weihai, Ho, Daniel W. C., Wu, Yuanqing |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Learning-based primal-dual optimal control of discrete-time stochastic systems with multiplicative noise
por: Jiang, Xiushan, et al.
Publicado: (2025)
por: Jiang, Xiushan, et al.
Publicado: (2025)
Model-free $H_{\infty}$ control of Itô stochastic system via off-policy reinforcement learning
por: Guo, Jing Guo Jing, et al.
Publicado: (2024)
por: Guo, Jing Guo Jing, et al.
Publicado: (2024)
Model-free stochastic linear quadratic design by semidefinite programming
por: Guo, Jing, et al.
Publicado: (2024)
por: Guo, Jing, et al.
Publicado: (2024)
Model-free stochastic linear quadratic control for discrete-time systems with multiplicative and additive noises via semidefinite programming
por: Guo, Jing, et al.
Publicado: (2025)
por: Guo, Jing, et al.
Publicado: (2025)
Primal-dual algorithm for contextual stochastic combinatorial optimization
por: Bouvier, Louis, et al.
Publicado: (2025)
por: Bouvier, Louis, et al.
Publicado: (2025)
Primal-Dual iLQR
por: Sousa-Pinto, João, et al.
Publicado: (2024)
por: Sousa-Pinto, João, et al.
Publicado: (2024)
Primal-dual proximal bundle and conditional gradient methods for convex problems
por: Liang, Jiaming
Publicado: (2024)
por: Liang, Jiaming
Publicado: (2024)
When Does Primal Interior Point Method Beat Primal-dual in Linear Optimization?
por: Gao, Wenzhi, et al.
Publicado: (2024)
por: Gao, Wenzhi, et al.
Publicado: (2024)
Finite horizon stochastic $H_2/H_\infty$ control for continuous-time mean-field systems with Poisson jumps
por: Han, Huimin, et al.
Publicado: (2025)
por: Han, Huimin, et al.
Publicado: (2025)
Primal-dual dynamics featuring Hessian-driven damping and variable mass for convex optimization problems
por: Sun, Xiangkai, et al.
Publicado: (2026)
por: Sun, Xiangkai, et al.
Publicado: (2026)
Primal-dual programs for the constrained optimal impulse control: discounted model
por: Piunovskiy, Alexey, et al.
Publicado: (2025)
por: Piunovskiy, Alexey, et al.
Publicado: (2025)
A hybrid deep learning method for finite-horizon mean-field game problems
por: Zhang, Yu, et al.
Publicado: (2023)
por: Zhang, Yu, et al.
Publicado: (2023)
On the convergence of doubly stochastic Primal-Dual Hybrid Gradient Method
por: Xiao, Yiheng, et al.
Publicado: (2026)
por: Xiao, Yiheng, et al.
Publicado: (2026)
Robust mean field control: stochastic maximum principle and variational mean field games
por: Delarue, François, et al.
Publicado: (2026)
por: Delarue, François, et al.
Publicado: (2026)
Primal-dual splitting for structured composite monotone inclusions with or without cocoercivity
por: Dao, Minh N., et al.
Publicado: (2025)
por: Dao, Minh N., et al.
Publicado: (2025)
A Two-timescale Primal-dual Algorithm for Decentralized Optimization with Compression
por: Liu, Haoming, et al.
Publicado: (2025)
por: Liu, Haoming, et al.
Publicado: (2025)
Primal-dual algorithm for distributed optimization: A dissipativity-based perspective
por: Li, Weijian, et al.
Publicado: (2026)
por: Li, Weijian, et al.
Publicado: (2026)
General mean-field stochastic linear quadratic control problem driven by Lévy processes with random coefficients
por: Tang, Yanyan, et al.
Publicado: (2025)
por: Tang, Yanyan, et al.
Publicado: (2025)
Smoothing Binary Optimization: A Primal-Dual Perspective
por: Liu, Wenbo, et al.
Publicado: (2025)
por: Liu, Wenbo, et al.
Publicado: (2025)
Continuous-time mean field games: a primal-dual characterization
por: Guo, Xin, et al.
Publicado: (2025)
por: Guo, Xin, et al.
Publicado: (2025)
A Bundle-based Augmented Lagrangian Framework: Algorithm, Convergence, and Primal-dual Principles
por: Liao, Feng-Yi, et al.
Publicado: (2025)
por: Liao, Feng-Yi, et al.
Publicado: (2025)
An efficient algorithm for solving linear equality-constrained LQR problems
por: Sousa-Pinto, João, et al.
Publicado: (2024)
por: Sousa-Pinto, João, et al.
Publicado: (2024)
A Decentralized Primal-Dual Method with Quasi-Newton Tracking
por: Wang, Liping, et al.
Publicado: (2023)
por: Wang, Liping, et al.
Publicado: (2023)
Exponential Convergence of Augmented Primal-dual Gradient Algorithms for Partially Strongly Convex Functions
por: Li, Mengmou, et al.
Publicado: (2024)
por: Li, Mengmou, et al.
Publicado: (2024)
Primal-dual Accelerated Mirror-Descent Method for Constrained Bilinear Saddle-Point Problems
por: Li, Weijian, et al.
Publicado: (2024)
por: Li, Weijian, et al.
Publicado: (2024)
On vehicle routing problems with stochastic demands -- Scenario-optimal recourse policies
por: Ota, Matheus J., et al.
Publicado: (2026)
por: Ota, Matheus J., et al.
Publicado: (2026)
On Tikhonov Regularization for Direct and Indirect Data-Driven LQR Control
por: Zhang, Shuyuan, et al.
Publicado: (2026)
por: Zhang, Shuyuan, et al.
Publicado: (2026)
A Primal-dual hybrid gradient method for solving optimal control problems and the corresponding Hamilton-Jacobi PDEs
por: Meng, Tingwei, et al.
Publicado: (2024)
por: Meng, Tingwei, et al.
Publicado: (2024)
Policy Evaluation in Distributional LQR (Extended Version)
por: Wang, Zifan, et al.
Publicado: (2023)
por: Wang, Zifan, et al.
Publicado: (2023)
Primal-Dual Damping algorithms for optimization
por: Zuo, X., et al.
Publicado: (2023)
por: Zuo, X., et al.
Publicado: (2023)
Gaussian process policy iteration with additive Schwarz acceleration for forward and inverse HJB and mean field game problems
por: Yang, Xianjin, et al.
Publicado: (2025)
por: Yang, Xianjin, et al.
Publicado: (2025)
Stability and Bounded Real Lemmas of Discrete-Time MJLSs with the Markov Chain on a Borel Space
por: Xiao, Chunjie, et al.
Publicado: (2024)
por: Xiao, Chunjie, et al.
Publicado: (2024)
Policy Gradient Bounds in Multitask LQR
por: Stamouli, Charis, et al.
Publicado: (2025)
por: Stamouli, Charis, et al.
Publicado: (2025)
Stochastic LQR Design With Disturbance Preview
por: Liu, Jietian, et al.
Publicado: (2024)
por: Liu, Jietian, et al.
Publicado: (2024)
The Distributionally Robust Infinite-Horizon LQR
por: Hajar, Joudi, et al.
Publicado: (2024)
por: Hajar, Joudi, et al.
Publicado: (2024)
On time-inconsistent extended mean-field control problems with common noise
por: Liang, Zongxia, et al.
Publicado: (2024)
por: Liang, Zongxia, et al.
Publicado: (2024)
Online Learning-Based Predictive Control for Nonlinear System
por: Zhang, Yuanqing, et al.
Publicado: (2025)
por: Zhang, Yuanqing, et al.
Publicado: (2025)
Primal-dual algorithm for weakly convex functions under sharpness conditions
por: Bednarczuk, Ewa, et al.
Publicado: (2024)
por: Bednarczuk, Ewa, et al.
Publicado: (2024)
The LQR-Schr{ö}dinger Bridge
por: Lambert, Marc
Publicado: (2025)
por: Lambert, Marc
Publicado: (2025)
Multi-Objective LQR with Linear Scalarization
por: Jadbabaie, Ali, et al.
Publicado: (2024)
por: Jadbabaie, Ali, et al.
Publicado: (2024)
Ejemplares similares
-
Learning-based primal-dual optimal control of discrete-time stochastic systems with multiplicative noise
por: Jiang, Xiushan, et al.
Publicado: (2025) -
Model-free $H_{\infty}$ control of Itô stochastic system via off-policy reinforcement learning
por: Guo, Jing Guo Jing, et al.
Publicado: (2024) -
Model-free stochastic linear quadratic design by semidefinite programming
por: Guo, Jing, et al.
Publicado: (2024) -
Model-free stochastic linear quadratic control for discrete-time systems with multiplicative and additive noises via semidefinite programming
por: Guo, Jing, et al.
Publicado: (2025) -
Primal-dual algorithm for contextual stochastic combinatorial optimization
por: Bouvier, Louis, et al.
Publicado: (2025)