Research map / Learning theory and algorithms / Sample complexity
Distributionally Robust Linear Quadratic Control
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use Frank-Wolfe with Kalman filtering and dynamic programming instead of direct SDP solving | Distributionally robust LQG · Synthetic LQG problems across planning horizons | runtime | Helped |
| Use Frank-Wolfe with parallel covariance subproblems | Distributionally robust LQG · Synthetic problem instances with T=10 | iterations to highly accurate solution: 50 iterations | Helped |
| Allow Wasserstein ambiguity around nominal Gaussian noise distributions | LQG control · Finite-horizon distributionally robust LQG | optimal policy structure | No clear effect |
| Optimize over the Wasserstein ambiguity set rather than assuming a known noise distribution | Distributionally robust LQG · Finite-horizon distributionally robust LQG | worst-case noise distribution | No clear effect |
Closest papers by meaning
- Wasserstein Distributionally Robust Kalman Filtering (NeurIPS 2018 · similarity 0.88)
- Infinite-Horizon Distributionally Robust Regret-Optimal Control (ICML 2024 · similarity 0.88)
- Certainty Equivalence is Efficient for Linear Quadratic Control (NeurIPS 2019 · similarity 0.88)
- Regret Bounds for Robust Adaptive Control of the Linear Quadratic Regulator (NeurIPS 2018 · similarity 0.86)
- Safe-PG-LQR: Provably Safe, Convergent and Optimal Model-Free Linear Quadratic Regulator with Hard Constraints (NeurIPS 2026 · similarity 0.85)
- Regret Bounds for Episodic Risk-Sensitive Linear Quadratic Regulator (ICLR 2025 · similarity 0.83)
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