Data-Driven LQR with Finite-Time Experiments via Extremum-Seeking Policy Iteration

Guido Carnevale, Nicola Mimmo, Giuseppe Notarstefano

In this paper, we address Linear Quadratic Regulator (LQR) problems through a novel iterative algorithm named EXtremum-seeking Policy iteration LQR (EXP-LQR). The peculiarity of EX…