Convergence Guarantees of Policy Optimization Methods for Markovian Jump Linear Systems.
Joao Paulo Jansch-PortoBin HuGeir E. DullerudPublished in: CoRR (2020)
Keyphrases
- optimization methods
- linear systems
- global convergence
- quasi newton
- dynamical systems
- sufficient conditions
- optimization method
- convergence analysis
- simulated annealing
- optimization problems
- unconstrained optimization
- linear equations
- sparse linear systems
- stochastic methods
- optimization approaches
- coefficient matrix
- direct optimization
- real time
- convergence speed
- loss function
- support vector
- bayesian network models