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20232026
most citedFrom Gradient Clipping to Normalization for Heavy Tailed SGD

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eess.SY2023

Learning Zero-Sum Linear Quadratic Games with Improved Sample Complexity and Last-Iterate Convergence

Jiduan Wu, Anas Barakat, Ilyas Fatkhullin +1

Zero-sum Linear Quadratic (LQ) games are fundamental in optimal control and can be used (i)~as a dynamic game formulation for risk-sensitive or robust control and (ii)~as a benchma…