42 citations · 63 across the 11 of their papers we have counts for
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math.OC2021
A homotopic approach to policy gradients for linear quadratic regulators with nonlinear controls
Craig Xu Chen, Andrea Agazzi
We study the convergence of deterministic policy gradient algorithms in continuous state and action space for the prototypical Linear Quadratic Regulator (LQR) problem when the sea…
math.PR2021
Large deviations for Markov jump processes with uniformly diminishing rates
Andrea Agazzi, Luisa Andreis, Robert I. A. Patterson +1
We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly en…