Policy Gradient Methods for the Cost-Constrained LQR: Strong Duality and Global Convergence.

Feiran Zhao Keyou You

Published in: CoRR (2024)

Keyphrases

global convergence
global optimum
convergence rate
convergence analysis
convergence speed
optimization methods
convex minimization
policy gradient methods
linear programming
particle swarm
genetic programming
fitness function
natural actor critic