Policy Optimization for Markovian Jump Linear Quadratic Control: Gradient Method and Global Convergence

Joao Paulo Jansch-Porto, Bin Hu 0002, Geir E. Dullerud. Policy Optimization for Markovian Jump Linear Quadratic Control: Gradient Method and Global Convergence. IEEE Trans. Automat. Contr., 68(4):2475-2482, 2023. [doi]

Abstract

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