Global Convergence of Policy Gradient Methods for the Linear Quadratic Regulator

15 January 2018

Papers citing "Global Convergence of Policy Gradient Methods for the Linear Quadratic Regulator"

50 / 96 papers shown

Title
Learning Stabilizing Policies via an Unstable Subspace Representation Leonardo F. Toso Lintao Ye James Anderson 29 0 0 02 May 2025
Global Optimality of Single-Timescale Actor-Critic under Continuous State-Action Space: A Study on Linear Quadratic Regulator Xuyang Chen Jingliang Duan Lin Zhao 54 1 0 02 May 2025
Coreset-Based Task Selection for Sample-Efficient Meta-Reinforcement Learning Donglin Zhan Leonardo F. Toso James Anderson 101 1 0 04 Feb 2025
A learning-based approach to stochastic optimal control under reach-avoid constraint Tingting Ni Maryam Kamgarpour 80 0 0 21 Dec 2024
Nash equilibria in scalar discrete-time linear quadratic games Giulio Salizzoni Reda Ouhamma Maryam Kamgarpour 25 0 0 16 Oct 2024
Performance of NPG in Countable State-Space Average-Cost RL Yashaswini Murthy Isaac Grosof S. T. Maguluri R. Srikant OffRL 29 1 0 30 May 2024
Fast Two-Time-Scale Stochastic Gradient Method with Applications in Reinforcement Learning Sihan Zeng Thinh T. Doan 54 5 0 15 May 2024
Learning Optimal Deterministic Policies with Stochastic Policy Gradients Alessandro Montenegro Marco Mussi Alberto Maria Metelli Matteo Papini 42 2 0 03 May 2024
A Moreau Envelope Approach for LQR Meta-Policy Estimation Ashwin Aravind Taha Toghani César A. Uribe 40 1 0 26 Mar 2024
Independent RL for Cooperative-Competitive Agents: A Mean-Field Perspective Muhammad Aneeq uz Zaman Alec Koppel Mathieu Laurière Tamer Basar 39 3 0 17 Mar 2024
Distributed Policy Gradient for Linear Quadratic Networked Control with Limited Communication Range Yuzi Yan Yuan-Chung Shen 31 0 0 05 Mar 2024
Linear quadratic control of nonlinear systems with Koopman operator learning and the Nyström method Edoardo Caldarelli Antoine Chatalic Adrià Colomé C. Molinari C. Ocampo‐Martinez Carme Torras Lorenzo Rosasco 36 0 0 05 Mar 2024
Model-Free $μ$ -Synthesis: A Nonsmooth Optimization Perspective Darioush Keivan Xing-ming Guo Peter M. Seiler Geir Dullerud Bin Hu 33 0 0 18 Feb 2024
Score-Aware Policy-Gradient Methods and Performance Guarantees using Local Lyapunov Conditions: Applications to Product-Form Stochastic Networks and Queueing Systems Céline Comte Matthieu Jonckheere J. Sanders Albert Senen-Cerda 27 0 0 05 Dec 2023
On the Hardness of Learning to Stabilize Linear Systems Xiong Zeng Zexiang Liu Zhe Du N. Ozay Mario Sznaier 26 3 0 18 Nov 2023
A Large Deviations Perspective on Policy Gradient Algorithms Wouter Jongeneel Daniel Kuhn Mengmeng Li 31 1 0 13 Nov 2023
Policy Optimization via Adv2: Adversarial Learning on Advantage Functions Matthieu Jonckheere Chiara Mignacco Gilles Stoltz 25 2 0 25 Oct 2023
Oracle Complexity Reduction for Model-free LQR: A Stochastic Variance-Reduced Policy Gradient Approach Leonardo F. Toso Han Wang James Anderson 34 2 0 19 Sep 2023
On the Convergence of Bounded Agents David Abel André Barreto Hado van Hasselt Benjamin Van Roy Doina Precup Satinder Singh 25 4 0 20 Jul 2023
An Efficient Off-Policy Reinforcement Learning Algorithm for the Continuous-Time LQR Problem V. Lopez M. Müller OffRL 10 6 0 31 Mar 2023
Matryoshka Policy Gradient for Entropy-Regularized RL: Convergence and Global Optimality François Ged M. H. Veiga 25 0 0 22 Mar 2023
Neural Operators of Backstepping Controller and Observer Gain Functions for Reaction-Diffusion PDEs Miroslav Krstic Luke Bhan Yuanyuan Shi 51 28 0 18 Mar 2023
Latent-Conditioned Policy Gradient for Multi-Objective Deep Reinforcement Learning T. Kanazawa Chetan Gupta 26 0 0 15 Mar 2023
Policy Gradient Converges to the Globally Optimal Policy for Nearly Linear-Quadratic Regulators Yin-Huan Han Meisam Razaviyayn Renyuan Xu 27 5 0 15 Mar 2023
Learning the Kalman Filter with Fine-Grained Sample Complexity Xiangyuan Zhang Bin Hu Tamer Bacsar 23 16 0 30 Jan 2023
Suboptimality analysis of receding horizon quadratic control with unknown linear systems and its applications in learning-based control Shengli Shi Anastasios Tsiamis B. de Schutter 18 2 0 19 Jan 2023
Managing Temporal Resolution in Continuous Value Estimation: A Fundamental Trade-off Zichen Zhang Johannes Kirschner Junxi Zhang Francesco Zanini Alex Ayoub Masood Dehghan Dale Schuurmans OffRL 24 3 0 17 Dec 2022
Decentralized Nonconvex Optimization with Guaranteed Privacy and Accuracy Yongqiang Wang Tamer Basar 16 21 0 14 Dec 2022
Multi-Task Imitation Learning for Linear Dynamical Systems Thomas T. Zhang Katie Kang Bruce D. Lee Claire Tomlin Sergey Levine Stephen Tu Nikolai Matni 35 23 0 01 Dec 2022
Zeroth-Order Alternating Gradient Descent Ascent Algorithms for a Class of Nonconvex-Nonconcave Minimax Problems Zi Xu Ziqi Wang Junlin Wang Y. Dai 18 11 0 24 Nov 2022
An Improved Analysis of (Variance-Reduced) Policy Gradient and Natural Policy Gradient Methods Yanli Liu Kaipeng Zhang Tamer Basar W. Yin 37 102 0 15 Nov 2022
$Global Convergence of Direct Policy Search for State-Feedback $\mathcal{H}_\infty$ Robust Control: A Revisit of Nonsmooth Synthesis with Goldstein Subdifferential$ Global Convergence of Direct Policy Search for State-Feedback $\mathcal{H}_\infty$ Robust Control: A Revisit of Nonsmooth Synthesis with Goldstein Subdifferential Xing-ming Guo Bin Hu 38 12 0 20 Oct 2022
Statistical Learning Theory for Control: A Finite Sample Perspective Anastasios Tsiamis Ingvar M. Ziemann Nikolai Matni George J. Pappas 23 73 0 12 Sep 2022
A stabilizing reinforcement learning approach for sampled systems with partially unknown models Lukas Beckenbach Pavel Osinenko S. Streif OffRL 21 1 0 31 Aug 2022
Lazy Queries Can Reduce Variance in Zeroth-order Optimization Quan-Wu Xiao Qing Ling Tianyi Chen 41 0 0 14 Jun 2022
How are policy gradient methods affected by the limits of control? Ingvar M. Ziemann Anastasios Tsiamis H. Sandberg Nikolai Matni 25 14 0 14 Jun 2022
Rate-Optimal Online Convex Optimization in Adaptive Linear Control Asaf B. Cassel Alon Cohen Google Research 31 9 0 03 Jun 2022
Transportation-Inequalities, Lyapunov Stability and Sampling for Dynamical Systems on Continuous State Space Muhammad Naeem Miroslav Pajic 14 3 0 25 May 2022
Independent Natural Policy Gradient Methods for Potential Games: Finite-time Global Convergence with Entropy Regularization Shicong Cen Fan Chen Yuejie Chi 33 15 0 12 Apr 2022
Linear convergence of a policy gradient method for some finite horizon continuous time control problems C. Reisinger Wolfgang Stockinger Yufei Zhang 16 5 0 22 Mar 2022
Do Differentiable Simulators Give Better Policy Gradients? H. Suh Max Simchowitz Kaipeng Zhang Russ Tedrake 30 95 0 02 Feb 2022
Single Time-scale Actor-critic Method to Solve the Linear Quadratic Regulator with Convergence Guarantees Mo Zhou Jianfeng Lu 24 13 0 31 Jan 2022
Learning Mixtures of Linear Dynamical Systems Yanxi Chen H. Vincent Poor 20 17 0 26 Jan 2022
Exponential Family Model-Based Reinforcement Learning via Score Matching Gen Li Junbo Li Anmol Kabra Nathan Srebro Zhaoran Wang Zhuoran Yang 24 4 0 28 Dec 2021
Efficient Performance Bounds for Primal-Dual Reinforcement Learning from Demonstrations Angeliki Kamoutsi G. Banjac John Lygeros OffRL 26 7 0 28 Dec 2021
Nearly Optimal Policy Optimization with Stable at Any Time Guarantee Tianhao Wu Yunchang Yang Han Zhong Liwei Wang S. Du Jiantao Jiao 50 14 0 21 Dec 2021
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 27 166 0 08 Dec 2021
Global Convergence Using Policy Gradient Methods for Model-free Markovian Jump Linear Quadratic Control Santanu Rathod Manoj Bhadu A. De 11 8 0 30 Nov 2021
Safe Adaptive Learning-based Control for Constrained Linear Quadratic Regulators with Regret Guarantees Yingying Li Subhro Das J. Shamma Na Li 22 25 0 31 Oct 2021
Neural PPO-Clip Attains Global Optimality: A Hinge Loss Perspective Nai-Chieh Huang Ping-Chun Hsieh Kuo-Hao Ho Hsuan-Yu Yao Kai-Chun Hu Liang-Chun Ouyang I-Chen Wu 30 1 0 26 Oct 2021