Search Results for author: Tamas Linder

Found 1 papers, 0 papers with code

Riccati updates for online linear quadratic control

no code implementations L4DC 2020 Mohammad Akbari, Bahman Gharesifard, Tamas Linder

We study an online setting of the linear quadratic Gaussian optimal control problem on a sequence of cost functions, where similar to classical online optimization, the future decisions are made by only knowing the cost in hindsight.

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