Generalizable Optimal Control with Transformers: Closed-Loop Certification and Near-Optimality Guarantees
This letter develops closed-loop performance certificates for a transformer-based feedback policy. The policy is trained to imitate optimal Linear Quadratic Regulator (LQR) control across a family of heterogeneous Multiple-Input, Multiple-Output (MIMO) Linear Time-Invariant (LTI) systems. First, we establish a finite-s...