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"

46 / 96 papers shown

Title
Finite-Time Complexity of Online Primal-Dual Natural Actor-Critic Algorithm for Constrained Markov Decision Processes Sihan Zeng Thinh T. Doan Justin Romberg 102 17 0 21 Oct 2021
On the Sample Complexity of Decentralized Linear Quadratic Regulator with Partially Nested Information Structure Lintao Ye Haoqi Zhu V. Gupta 30 14 0 14 Oct 2021
Stabilizing Dynamical Systems via Policy Gradient Methods Juan C. Perdomo Jack Umenberger Max Simchowitz 38 44 0 13 Oct 2021
Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games B. Hambly Renyuan Xu Huining Yang 18 25 0 27 Jul 2021
A general sample complexity analysis of vanilla policy gradient Rui Yuan Robert Mansel Gower A. Lazaric 76 62 0 23 Jul 2021
Regret Analysis of Distributed Online LQR Control for Unknown LTI Systems Ting-Jui Chang Shahin Shahrampour 24 8 0 15 May 2021
Cautiously Optimistic Policy Optimization and Exploration with Linear Function Approximation Andrea Zanette Ching-An Cheng Alekh Agarwal 32 52 0 24 Mar 2021
$Online Policy Gradient for Model Free Learning of Linear Quadratic Regulators with $\sqrt{T}$ Regret$ Online Policy Gradient for Model Free Learning of Linear Quadratic Regulators with $\sqrt{T}$ Regret Asaf B. Cassel Tomer Koren OffRL 30 17 0 25 Feb 2021
Softmax Policy Gradient Methods Can Take Exponential Time to Converge Gen Li Yuting Wei Yuejie Chi Yuxin Chen 29 50 0 22 Feb 2021
Bellman Eluder Dimension: New Rich Classes of RL Problems, and Sample-Efficient Algorithms Chi Jin Qinghua Liu Sobhan Miryoosefi OffRL 35 212 0 01 Feb 2021
Data-Driven System Level Synthesis Anton Xue Nikolai Matni 19 41 0 20 Nov 2020
CRPO: A New Approach for Safe Reinforcement Learning with Convergence Guarantee Tengyu Xu Yingbin Liang Guanghui Lan 39 121 0 11 Nov 2020
Sample Efficient Reinforcement Learning with REINFORCE Junzi Zhang Jongho Kim Brendan O'Donoghue Stephen P. Boyd 37 99 0 22 Oct 2020
Single-Timescale Actor-Critic Provably Finds Globally Optimal Policy Zuyue Fu Zhuoran Yang Zhaoran Wang 15 42 0 02 Aug 2020
Adaptive Regret for Control of Time-Varying Dynamics Paula Gradu Elad Hazan Edgar Minasyan 35 47 0 08 Jul 2020
Variational Policy Gradient Method for Reinforcement Learning with General Utilities Junyu Zhang Alec Koppel Amrit Singh Bedi Csaba Szepesvári Mengdi Wang 19 137 0 04 Jul 2020
An adaptive stochastic gradient-free approach for high-dimensional blackbox optimization Anton Dereventsov Clayton Webster Joseph Daws 19 10 0 18 Jun 2020
Cooperative Multi-Agent Reinforcement Learning with Partial Observations Yan Zhang Michael M. Zavlanos OffRL 30 22 0 18 Jun 2020
A New One-Point Residual-Feedback Oracle For Black-Box Learning and Control Yan Zhang Yi Zhou Kaiyi Ji Michael M. Zavlanos 15 40 0 18 Jun 2020
Non-asymptotic Convergence Analysis of Two Time-scale (Natural) Actor-Critic Algorithms Tengyu Xu Zhe Wang Yingbin Liang 23 57 0 07 May 2020
Global Convergence and Variance-Reduced Optimization for a Class of Nonconvex-Nonconcave Minimax Problems Junchi Yang Negar Kiyavash Niao He 23 83 0 22 Feb 2020
Convergence Guarantees of Policy Optimization Methods for Markovian Jump Linear Systems Joao Paulo Jansch-Porto Bin Hu Geir Dullerud 25 35 0 10 Feb 2020
Improper Learning for Non-Stochastic Control Max Simchowitz Karan Singh Elad Hazan 11 153 0 25 Jan 2020
Convergence and sample complexity of gradient methods for the model-free linear quadratic regulator problem Hesameddin Mohammadi A. Zare Mahdi Soltanolkotabi M. Jovanović 32 121 0 26 Dec 2019
Learning Convex Optimization Control Policies Akshay Agrawal Shane T. Barratt Stephen P. Boyd Bartolomeo Stellato 27 66 0 19 Dec 2019
Distributed Reinforcement Learning for Decentralized Linear Quadratic Control: A Derivative-Free Policy Optimization Approach Yingying Li Yujie Tang Runyu Zhang Na Li 16 101 0 19 Dec 2019
Natural Actor-Critic Converges Globally for Hierarchical Linear Quadratic Regulator Yuwei Luo Zhuoran Yang Zhaoran Wang Mladen Kolar 26 9 0 14 Dec 2019
Convergent Policy Optimization for Safe Reinforcement Learning Ming Yu Zhuoran Yang Mladen Kolar Zhaoran Wang 16 91 0 26 Oct 2019
$Policy Optimization for $\mathcal{H}_2$ Linear Control with $\mathcal{H}_\infty$ Robustness Guarantee: Implicit Regularization and Global Convergence$ Policy Optimization for $\mathcal{H}_2$ Linear Control with $\mathcal{H}_\infty$ Robustness Guarantee: Implicit Regularization and Global Convergence Kaipeng Zhang Bin Hu Tamer Basar 24 119 0 21 Oct 2019
Actor-Critic Provably Finds Nash Equilibria of Linear-Quadratic Mean-Field Games Zuyue Fu Zhuoran Yang Yongxin Chen Zhaoran Wang 14 54 0 16 Oct 2019
Linear-Quadratic Mean-Field Reinforcement Learning: Convergence of Policy Gradient Methods René Carmona Mathieu Laurière Zongjun Tan 37 61 0 09 Oct 2019
On the Theory of Policy Gradient Methods: Optimality, Approximation, and Distribution Shift Alekh Agarwal Sham Kakade J. Lee G. Mahajan 11 315 0 01 Aug 2019
On the Global Convergence of Actor-Critic: A Case for Linear Quadratic Regulator with Ergodic Cost Zhuoran Yang Yongxin Chen Mingyi Hong Zhaoran Wang 32 39 0 14 Jul 2019
From self-tuning regulators to reinforcement learning and back again Nikolai Matni Alexandre Proutière Anders Rantzer Stephen Tu 13 88 0 27 Jun 2019
Reducing the variance in online optimization by transporting past gradients Sébastien M. R. Arnold Pierre-Antoine Manzagol Reza Babanezhad Ioannis Mitliagkas Nicolas Le Roux 24 28 0 08 Jun 2019
Global Optimality Guarantees For Policy Gradient Methods Jalaj Bhandari Daniel Russo 37 185 0 05 Jun 2019
Robust exploration in linear quadratic reinforcement learning Jack Umenberger Mina Ferizbegovic Thomas B. Schon H. Hjalmarsson 15 37 0 04 Jun 2019
Policy Optimization Provably Converges to Nash Equilibria in Zero-Sum Linear Quadratic Games Kaipeng Zhang Zhuoran Yang Tamer Basar 21 125 0 31 May 2019
Linear interpolation gives better gradients than Gaussian smoothing in derivative-free optimization A. Berahas Liyuan Cao K. Choromanski K. Scheinberg 14 19 0 29 May 2019
On the Global Convergence of Imitation Learning: A Case for Linear Quadratic Regulator Qi Cai Mingyi Hong Yongxin Chen Zhaoran Wang 19 34 0 11 Jan 2019
Provably Efficient Maximum Entropy Exploration Elad Hazan Sham Kakade Karan Singh A. V. Soest 25 292 0 06 Dec 2018
Input Perturbations for Adaptive Control and Learning Mohamad Kazem Shirani Faradonbeh Ambuj Tewari George Michailidis 19 46 0 10 Nov 2018
On Gradient-Based Learning in Continuous Games Eric Mazumdar Lillian J. Ratliff S. Shankar Sastry 6 134 0 16 Apr 2018
Spectral Filtering for General Linear Dynamical Systems Elad Hazan Holden Lee Karan Singh Cyril Zhang Yi Zhang 45 97 0 12 Feb 2018
On the Sample Complexity of the Linear Quadratic Regulator Sarah Dean Horia Mania Nikolai Matni Benjamin Recht Stephen Tu 40 568 0 04 Oct 2017
Linear Convergence of Gradient and Proximal-Gradient Methods Under the Polyak-Łojasiewicz Condition Hamed Karimi J. Nutini Mark W. Schmidt 139 1,199 0 16 Aug 2016