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20222026
most citedLearning a local trading strategy: deep reinforcement learning for grid-scale renewable energy integration

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math.OC2022★ 1 cited

A model-free first-order method for linear quadratic regulator with sampling complexity

Caleb Ju, Georgios Kotsalis, Guanghui Lan

We consider the classic stochastic linear quadratic regulator (LQR) problem under an infinite horizon average stage cost. By leveraging recent policy gradient methods from reinforc…