Model-Free Design of Stochastic LQR Controller from Reinforcement Learning and Primal-Dual Optimization Perspective - Li, Man; Qin, Jiahu; Wei Xing Zheng; Wang, Yaonan; Kang, Yu (arXiv.org, 2021)
Keywords: Algorithms; Computational geometry; Control systems design; Controllers; Convex analysis; Convexity; Iterative methods; Kuhn-Tucker method; Linear quadratic regulator; Linear systems; Machine learning; Optimization