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]

@article{Jansch-PortoHD23,
  title = {Policy Optimization for Markovian Jump Linear Quadratic Control: Gradient Method and Global Convergence},
  author = {Joao Paulo Jansch-Porto and Bin Hu 0002 and Geir E. Dullerud},
  year = {2023},
  doi = {10.1109/TAC.2022.3176439},
  url = {https://doi.org/10.1109/TAC.2022.3176439},
  researchr = {https://researchr.org/publication/Jansch-PortoHD23},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {68},
  number = {4},
  pages = {2475-2482},
}