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]
@article{HamblyXY21, title = {Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon}, author = {Ben Hambly and Renyuan Xu and Huining Yang}, year = {2021}, doi = {10.1137/20M1382386}, url = {https://doi.org/10.1137/20M1382386}, researchr = {https://researchr.org/publication/HamblyXY21}, cites = {0}, citedby = {0}, journal = {SIAM J. Control and Optimization}, volume = {59}, number = {5}, pages = {3359-3391}, }