Global Convergence of Two-Timescale Actor-Critic for Solving Linear Quadratic Regulator.
Xuyang ChenJingliang DuanYingbin LiangLin ZhaoPublished in: AAAI (2023)
Keyphrases
- linear quadratic
- optimal control
- global convergence
- actor critic
- global optimum
- closed loop
- optimization methods
- convergence rate
- dynamic programming
- convergence speed
- dynamical systems
- policy gradient
- vector valued
- gradient method
- control strategy
- reinforcement learning
- policy iteration
- temporal difference
- fixed point
- linear programming
- graphical models
- multiresolution