Policy Optimization for Markovian Jump Linear Quadratic Control: Gradient Method and Global Convergence.
Joao Paulo Jansch-PortoBin HuGeir E. DullerudPublished in: IEEE Trans. Autom. Control. (2023)
Keyphrases
- global convergence
- gradient method
- convergence rate
- optimization methods
- linear quadratic
- optimal control
- convergence speed
- global optimum
- step size
- optimization method
- optimization problems
- closed loop
- dynamical systems
- vector valued
- simulated annealing
- unconstrained optimization
- control system
- particle swarm
- search space
- genetic algorithm
- control strategy
- gaussian model
- multiscale