Policy gradient methods for discrete time linear quadratic regulator with random parameters

DOI10.1051/cocv/2024014MaRDI QIDQ6491779

Deyue Li

Publication date: 24 April 2024

Published in: European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations (Search for Journal in Brave)

zbMATH Keywords

reinforcement learningrandom parameterslinear quadratic optimal controlsub-Gaussianitymodel-free policy gradient method

Mathematics Subject Classification ID

Analysis of algorithms (68W40) Linear-quadratic optimal control problems (49N10) Stochastic learning and adaptive control (93E35)

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