Convergence and Sample Complexity of Gradient Methods for the Model-Free Linear-Quadratic Regulator Problem - Mohammadi, Hesameddin; Zare, Armin; Soltanolkotabi, Mahdi; Jovanovic, Mihailo R. (IEEE transactions on automatic control, 2022)
Keywords: Complexity; Complexity theory; Continuous time systems; Control theory; Convergence; Data-driven control; Differential equations; Dynamic stability; Flow stability; gradient descent; Gradient flow; gradient-flow dynamics; Heuristic algorithms; linear–quadratic regulator (LQR); Mathematical model; Mathematical models; Model accuracy; model-free control; nonconvex optimization; Optimal control; Optimization; Ordinary differential equations; Parameters; Polyak–Łojasiewicz inequality; Random search method; Regulators; reinforcement learning (RL); sample complexity