4 citations · 5 across the 2 of their papers we have counts for
2 papers
math.OC2023★ 1 cited
A Policy Gradient Framework for Stochastic Optimal Control Problems with Global Convergence Guarantee
Mo Zhou, Jianfeng Lu
We consider policy gradient methods for stochastic optimal control problem in continuous time. In particular, we analyze the gradient flow for the control, viewed as a continuous t…
math.OC2022★ 4 cited
Single Time-scale Actor-critic Method to Solve the Linear Quadratic Regulator with Convergence Guarantees
Mo Zhou, Jianfeng Lu
We propose a single time-scale actor-critic algorithm to solve the linear quadratic regulator (LQR) problem. A least squares temporal difference (LSTD) method is applied to the cri…