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

20 November 2020

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

11 / 11 papers shown

Title
From Deep Learning to LLMs: A survey of AI in Quantitative Investment Bokai Cao Saizhuo Wang Xinyi Lin Xiaojun Wu Haohan Zhang L. Ni Jian Guo AIFin 52 0 0 27 Mar 2025
Model-Free $μ$ -Synthesis: A Nonsmooth Optimization Perspective Darioush Keivan Xing-ming Guo Peter M. Seiler Geir Dullerud Bin Hu 28 0 0 18 Feb 2024
Matryoshka Policy Gradient for Entropy-Regularized RL: Convergence and Global Optimality François Ged M. H. Veiga 21 0 0 22 Mar 2023
Policy Gradient Converges to the Globally Optimal Policy for Nearly Linear-Quadratic Regulators Yin-Huan Han Meisam Razaviyayn Renyuan Xu 22 5 0 15 Mar 2023
Learning the Kalman Filter with Fine-Grained Sample Complexity Xiangyuan Zhang Bin Hu Tamer Bacsar 18 16 0 30 Jan 2023
$Global Convergence of Direct Policy Search for State-Feedback $\mathcal{H}_\infty$ Robust Control: A Revisit of Nonsmooth Synthesis with Goldstein Subdifferential$ Global Convergence of Direct Policy Search for State-Feedback $\mathcal{H}_\infty$ Robust Control: A Revisit of Nonsmooth Synthesis with Goldstein Subdifferential Xing-ming Guo Bin Hu 22 12 0 20 Oct 2022
Statistical Learning Theory for Control: A Finite Sample Perspective Anastasios Tsiamis Ingvar M. Ziemann Nikolai Matni George J. Pappas 19 73 0 12 Sep 2022
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 16 165 0 08 Dec 2021
Theoretical Guarantees of Fictitious Discount Algorithms for Episodic Reinforcement Learning and Global Convergence of Policy Gradient Methods Xin Guo Anran Hu Junzi Zhang OffRL 16 6 0 13 Sep 2021
Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games B. Hambly Renyuan Xu Huining Yang 6 25 0 27 Jul 2021
$Online Policy Gradient for Model Free Learning of Linear Quadratic Regulators with $\sqrt{T}$ Regret$ Online Policy Gradient for Model Free Learning of Linear Quadratic Regulators with $\sqrt{T}$ Regret Asaf B. Cassel Tomer Koren OffRL 20 17 0 25 Feb 2021