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math.OC2022
Globally Convergent Policy Gradient Methods for Linear Quadratic Control of Partially Observed Systems
Feiran Zhao, Xingyun Fu, Keyou You
While the optimization landscape of policy gradient methods has been recently investigated for partially observed linear systems in terms of both static output feedback and dynamic…
math.OC2022
Convergence and Sample Complexity of Policy Gradient Methods for Stabilizing Linear Systems
Feiran Zhao, Xingyun Fu, Keyou You
System stabilization via policy gradient (PG) methods has drawn increasing attention in both control and machine learning communities. In this paper, we study their convergence and…