Learning Optimal Controllers for Linear Systems With Multiplicative Noise via Policy Gradient

Benjamin Gravell, Peyman Mohajerin Esfahani, Tyler H. Summers. Learning Optimal Controllers for Linear Systems With Multiplicative Noise via Policy Gradient. IEEE Trans. Automat. Contr., 66(11):5283-5298, 2021. [doi]

@article{GravellES21,
  title = {Learning Optimal Controllers for Linear Systems With Multiplicative Noise via Policy Gradient},
  author = {Benjamin Gravell and Peyman Mohajerin Esfahani and Tyler H. Summers},
  year = {2021},
  doi = {10.1109/TAC.2020.3037046},
  url = {https://doi.org/10.1109/TAC.2020.3037046},
  researchr = {https://researchr.org/publication/GravellES21},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {66},
  number = {11},
  pages = {5283-5298},
}