Model-Free Design of Stochastic LQR Controller from Reinforcement Learning and Primal-Dual Optimization Perspective.
Man LiJiahu QinWei Xing ZhengYaonan WangYu KangPublished in: CoRR (2021)
Keyphrases
- model free
- reinforcement learning
- primal dual
- reinforcement learning algorithms
- function approximation
- optimal control
- temporal difference
- linear programming
- learning algorithm
- impedance control
- semidefinite programming
- approximation algorithms
- neural network
- convergence rate
- state space
- control system
- linear programming problems
- interior point algorithm
- closed loop
- linear program
- markov decision processes
- support vector
- policy iteration
- interior point methods
- rl algorithms
- convex optimization problems
- affine scaling