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"Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a ..."

Ben M. Hambly, Renyuan Xu, Huining Yang (2021)

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DOI: 10.1137/20M1382386

access: closed

type: Journal Article

metadata version: 2023-05-22

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Ben M. Hambly, Renyuan Xu, Huining Yang:
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon. SIAM J. Control. Optim. 59(5): 3359-3391 (2021)

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