Global Convergence of Policy Gradient Primal-dual Methods for Risk-constrained LQRs.

Feiran Zhao Keyou You Tamer Basar

Published in: CoRR (2021)

Keyphrases

convergence rate
primal dual
global convergence
optimization methods
convergence analysis
lower bound
machine learning
genetic algorithm
dynamic programming
linear programming
linear program
approximation algorithms
policy gradient