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Research map / Learning theory and algorithms / Sample complexity

Distributionally Robust Linear Quadratic Control

NeurIPS 2023 · Learning theory and algorithms › Sample complexity · approach: Optimal mean estimation and subsampling · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Frank-Wolfe with Kalman filtering and dynamic programming instead of direct SDP solvingDistributionally robust LQG · Synthetic LQG problems across planning horizonsruntimeHelped
Use Frank-Wolfe with parallel covariance subproblemsDistributionally robust LQG · Synthetic problem instances with T=10iterations to highly accurate solution: 50 iterationsHelped
Allow Wasserstein ambiguity around nominal Gaussian noise distributionsLQG control · Finite-horizon distributionally robust LQGoptimal policy structureNo clear effect
Optimize over the Wasserstein ambiguity set rather than assuming a known noise distributionDistributionally robust LQG · Finite-horizon distributionally robust LQGworst-case noise distributionNo clear effect

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