Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon

Ben Hambly; Renyuan Xu; Huining Yang

doi:10.1137/20m1382386

Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon

SIAM Journal on Control and Optimization ◽

10.1137/20m1382386 ◽

2021 ◽

Vol 59 (5) ◽

pp. 3359-3391

Author(s):

Ben Hambly ◽

Renyuan Xu ◽

Huining Yang

Keyword(s):

Gradient Methods ◽

Linear Quadratic Regulator ◽

Finite Horizon ◽

Linear Quadratic ◽

Policy Gradient

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Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon

SSRN Electronic Journal ◽

10.2139/ssrn.3734179 ◽

2020 ◽

Author(s):

Ben M. Hambly ◽

Renyuan Xu ◽

Huining Yang

Keyword(s):

Gradient Methods ◽

Linear Quadratic Regulator ◽

Finite Horizon ◽

Linear Quadratic ◽

Policy Gradient

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Global exponential convergence of gradient methods over the nonconvex landscape of the linear quadratic regulator

2019 IEEE 58th Conference on Decision and Control (CDC) ◽

10.1109/cdc40024.2019.9029985 ◽

2019 ◽

Cited By ~ 4

Author(s):

Hesameddin Mohammadi ◽

Armin Zare ◽

Mahdi Soltanolkotabi ◽

Mihailo R. Jovanovic

Keyword(s):

Exponential Convergence ◽

Gradient Methods ◽

Linear Quadratic Regulator ◽

Linear Quadratic ◽

Global Exponential Convergence

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Inverse Optimal Control for Finite-Horizon Discrete-time Linear Quadratic Regulator Under Noisy Output

2019 IEEE 58th Conference on Decision and Control (CDC) ◽

10.1109/cdc40024.2019.9029795 ◽

2019 ◽

Author(s):

Han Zhang ◽

Yibei Li ◽

Xiaoming Hu

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Linear Quadratic Regulator ◽

Finite Horizon ◽

Inverse Optimal Control ◽

Linear Quadratic ◽

Noisy Output ◽

Time Linear

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Reinforcement Learning in Linear Quadratic Deep Structured Teams: Global Convergence of Policy Gradient Methods

2020 59th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc42340.2020.9304234 ◽

2020 ◽

Author(s):

Vida Fathi ◽

Jalal Arabneydi ◽

Amir G. Aghdam

Keyword(s):

Reinforcement Learning ◽

Global Convergence ◽

Gradient Methods ◽

Linear Quadratic ◽

Policy Gradient

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Convergence and sample complexity of gradient methods for the model-free linear quadratic regulator problem

IEEE Transactions on Automatic Control ◽

10.1109/tac.2021.3087455 ◽

2021 ◽

pp. 1-1

Author(s):

Hesameddin Mohammadi ◽

Armin Zare ◽

Mahdi Soltanolkotabi ◽

Mihailo R. Jovanovic

Keyword(s):

Gradient Methods ◽

Linear Quadratic Regulator ◽

Sample Complexity ◽

Linear Quadratic ◽

Regulator Problem ◽

Model Free

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Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games

SSRN Electronic Journal ◽

10.2139/ssrn.3894471 ◽

2021 ◽

Author(s):

Ben M. Hambly ◽

Renyuan Xu ◽

Huining Yang

Keyword(s):

Nash Equilibrium ◽

Gradient Methods ◽

Linear Quadratic ◽

Policy Gradient ◽

Linear Quadratic Games

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Improve Linear Quadratic Regulator by Particle Swarm Optimization Algorithms for Two Wheeled Self Bala ncing Mobile robot

Iraqi Journal for Electrical And Electronic Engineering ◽

10.33762/eeej.2017.135280 ◽

2017 ◽

Vol 13 (2) ◽

pp. 173-179

Author(s):

A Noor.M.Mjeed ◽

A Ekhlas.H.Karam

Keyword(s):

Particle Swarm Optimization ◽

Mobile Robot ◽

Optimization Algorithms ◽

Particle Swarm ◽

Linear Quadratic Regulator ◽

Linear Quadratic ◽

Swarm Optimization

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A Study on Linear Quadratic Regulator with the Desired Low-Pass Property

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.133.2167 ◽

2013 ◽

Vol 133 (12) ◽

pp. 2167-2175 ◽

Cited By ~ 1

Author(s):

Katsuhiko Fuwa ◽

Satoshi Murayama ◽

Tatsuo Narikiyo

Keyword(s):

Linear Quadratic Regulator ◽

Linear Quadratic ◽

Low Pass

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A Linear Quadratic Regulator Problem for Descriptor Lumped and Distributed Systems with Discrete Time

Journal of Automation and Information Sciences ◽

10.1615/jautomatinfscien.v42.i1.30 ◽

2010 ◽

Vol 42 (1) ◽

pp. 32-41

Author(s):

Larisa A. Vlasenko ◽

Mikhail F. Bondarenko

Keyword(s):

Distributed Systems ◽

Discrete Time ◽

Linear Quadratic Regulator ◽

Linear Quadratic ◽

Regulator Problem

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Optimal Sampling Pattern for the Free Final Time Linear Quadratic Regulator

IEEE Transactions on Control of Network Systems ◽

10.1109/tcns.2021.3074561 ◽

2021 ◽

pp. 1-1

Author(s):

Pedro Balaguer ◽

Carlos Arino

Keyword(s):

Linear Quadratic Regulator ◽

Optimal Sampling ◽

Linear Quadratic ◽

Final Time ◽

Time Linear ◽

Sampling Pattern

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