18 citations · 18 across the 2 of their papers we have counts for
2 papers
math.OC2022
Escaping High-order Saddles in Policy Optimization for Linear Quadratic Gaussian (LQG) Control
Yang Zheng, Yue Sun, Maryam Fazel +1
First order policy optimization has been widely used in reinforcement learning. It guarantees to find the optimal policy for the state-feedback linear quadratic regulator (LQR). Ho…
math.OC2021★ 18 cited
Analysis of the Optimization Landscape of Linear Quadratic Gaussian (LQG) Control
Yang Zheng, Yujie Tang, Na Li
This paper revisits the classical Linear Quadratic Gaussian (LQG) control from a modern optimization perspective. We analyze two aspects of the optimization landscape of the LQG pr…