Global Convergence of Two-timescale Actor-Critic for Solving Linear Quadratic Regulator.
Xuyang ChenJingliang DuanYingbin LiangLin ZhaoPublished in: CoRR (2022)
Keyphrases
- linear quadratic
- optimal control
- global convergence
- actor critic
- convergence rate
- global optimum
- convergence speed
- closed loop
- optimization methods
- vector valued
- dynamic programming
- dynamical systems
- policy gradient
- control strategy
- reinforcement learning
- step size
- temporal difference
- gaussian model
- gradient method
- optimization method
- particle swarm optimization algorithm
- function approximation