Convergence of Policy Gradient Methods for Finite-Horizon Exploratory Linear-Quadratic Control Problems
Michael Giegrich, Christoph Reisinger, Yufei Zhang
Topics & Concepts
MathematicsConvergence (economics)Optimal controlQuadratic equationApplied mathematicsHorizonMathematical optimizationEconomicsGeometryEconomic growthAdvanced Control Systems OptimizationStability and Control of Uncertain SystemsAdvanced Numerical Methods in Computational Mathematics