Sample Complexity of Linear Quadratic Gaussian (LQG) Control for Output Feedback Systems.

Yang Zheng Luca Furieri Maryam Kamgarpour Na Li

Published in: L4DC (2021)

Keyphrases

linear quadratic
optimal control
closed loop
dynamical systems
sample complexity
vector valued
gaussian model
dynamic programming
upper bound
supervised learning
learning algorithm
special case
control system
control strategy
learning theory
lower bound
reinforcement learning