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A Fully Data-Driven Value Iteration for Stochastic LQR: Convergence, Robustness and Stability
Leilei Cui, Zhong-Ping Jiang, Petter N. Kolm +1
Unlike traditional model-based reinforcement learning approaches that estimate system parameters from data, non-model-based data-driven control learns the optimal policy directly f…
Perturbed Gradient Descent Algorithms are Small-Disturbance Input-to-State Stable
Leilei Cui, Zhong-Ping Jiang, Eduardo D. Sontag +1
This article investigates the robustness of gradient descent algorithms under perturbations. The concept of small-disturbance input-to-state stability (ISS) for discrete-time nonli…
Small-Disturbance Input-to-State Stability of Perturbed Gradient Flows: Applications to LQR Problem
Leilei Cui, Zhong-Ping Jiang, Eduardo D. Sontag
This paper studies the effect of perturbations on the gradient flow of a general nonlinear programming problem, where the perturbation may arise from inaccurate gradient estimation…