Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon

Ben Hambly, Renyuan Xu, Huining Yang. Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon. SIAM J. Control and Optimization, 59(5):3359-3391, 2021. [doi]

Authors

Ben Hambly

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Renyuan Xu

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Huining Yang

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