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20202023
most citedPolicy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon

11 citations · 12 across the 3 of their papers we have counts for

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math.OC2023

Linear-quadratic Gaussian Games with Asymmetric Information: Belief Corrections Using the Opponents Actions

Ben Hambly, Renyuan Xu, Huining Yang

We consider two-player non-zero-sum linear-quadratic Gaussian games in which both players aim to minimize a quadratic cost function while controlling a linear and stochastic state…

math.OC2021★ 1 cited

Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games

Ben Hambly, Renyuan Xu, Huining Yang

We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to th…