Policy Optimization for ${\mathcal{H}}_2$ Linear Control with ${\mathcal{H}}_{\infty }$ Robustness Guarantee: Implicit Regularization and Global Convergence

Kaiqing Zhang, Bin Hu, Tamer Başar

Policy optimization (PO) is a key ingredient for reinforcement learning (RL). For control design, certain constraints are usually enforced on the policies to optimize, accounting f…