Policy gradient method for LQG control via input-output-history representation: convergence to \(\mathcal{O}(\epsilon)\)-stationary points (Q6857736)

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scientific article; zbMATH DE number 8160016
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    Policy gradient method for LQG control via input-output-history representation: convergence to \(\mathcal{O}(\epsilon)\)-stationary points
    scientific article; zbMATH DE number 8160016

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      Policy gradient method for LQG control via input-output-history representation: convergence to \(\mathcal{O}(\epsilon)\)-stationary points (English)
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      16 February 2026
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      linear quadratic Gaussian
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      policy gradient method
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      non-convex optimization
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