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Global Convergence of Policy Gradient Primal-Dual Methods for Risk-Constrained LQRs.

Feiran ZhaoKeyou YouTamer Basar
Published in: IEEE Trans. Autom. Control. (2023)
Keyphrases
  • global convergence
  • convergence rate
  • optimization methods
  • primal dual
  • convergence analysis
  • machine learning
  • multiresolution
  • linear program
  • gradient method
  • reinforcement learning methods