Global Convergence of Policy Gradient Primal–Dual Methods for Risk-Constrained LQRs

DOI10.1109/TAC.2023.3234176MaRDI QIDQ6056053

Feiran Zhao, Keyou You, Tamer Başar

Publication date: 29 September 2023

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

stochastic controlreinforcement learninggradient descentpolicy optimization (PO)risk-constrained linear quadratic regulator (RC-LQR)

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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Minimum input design for direct data-driven property identification of unknown linear systems

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