Feiran Zhao, Keyou You. Primal-dual Learning for the Model-free Risk-constrained Linear Quadratic Regulator. In Ali Jadbabaie, John Lygeros, George J. Pappas, Pablo A. Parrilo, Benjamin Recht, Claire J. Tomlin, Melanie N. Zeilinger, editors, Proceedings of the 3rd Annual Conference on Learning for Dynamics and Control, L4DC 2021, 7-8 June 2021, Virtual Event, Switzerland. Volume 144 of Proceedings of Machine Learning Research, pages 702-714, PMLR, 2021. [doi]
Abstract is missing.