Derivative-Free Policy Optimization for Linear Risk-Sensitive and Robust Control Design: Implicit Regularization and Sample Complexity

Kaiqing Zhang, Xiangyuan Zhang, Bin Hu, Tamer Basar. Derivative-Free Policy Optimization for Linear Risk-Sensitive and Robust Control Design: Implicit Regularization and Sample Complexity. In Marc'Aurelio Ranzato, Alina Beygelzimer, Yann N. Dauphin, Percy Liang, Jennifer Wortman Vaughan, editors, Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, NeurIPS 2021, December 6-14, 2021, virtual. pages 2949-2964, 2021. [doi]

Abstract

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