3 papers
eess.SY2025
Global Convergence of Policy Gradient for Entropy Regularized Linear-Quadratic Control with Multiplicative Noise
Gabriel Diaz, Lucky Li, Wenhao Zhang
Reinforcement Learning (RL) has emerged as a powerful framework for sequential decision-making in dynamic environments, particularly when system parameters are unknown. This paper…
stat.ML2025
Nonconvex Penalized LAD Estimation in Partial Linear Models with DNNs: Asymptotic Analysis and Proximal Algorithms
Lechen Feng, Haoran Li, Lucky Li +1
This paper investigates the partial linear model by Least Absolute Deviation (LAD) regression. We parameterize the nonparametric term using Deep Neural Networks (DNNs) and formulat…
stat.ML2025
Reinforcement Learning for a Discrete-Time Linear-Quadratic Control Problem with an Application
Lucky Li
We study the discrete-time linear-quadratic (LQ) control model using reinforcement learning (RL). Using entropy to measure the cost of exploration, we prove that the optimal feedba…