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Stability is one of the most fundamental requirements for systems synthesis. In this paper, we address the stabilization problem for unknown linear systems via policy gradient (PG) methods. We leverage a key feature of PG for Linear…

Optimization and Control · Mathematics 2021-12-20 Feiran Zhao , Xingyun Fu , Keyou You

We consider solutions to the linear quadratic Gaussian (LQG) regulator problem via policy gradient (PG) methods. Although PG methods have demonstrated strong theoretical guarantees in solving the linear quadratic regulator (LQR) problem,…

Optimization and Control · Mathematics 2025-07-15 Kasra Fallah , Leonardo F. Toso , James Anderson

Policy gradient (PG) methods are the backbone of many reinforcement learning algorithms due to their good performance in policy optimization problems. As a gradient-based approach, PG methods typically rely on knowledge of the system…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Bowen Song , Andrea Iannelli

Domain randomization (DR) enables sim-to-real transfer by training controllers on a distribution of simulated environments, with the goal of achieving robust performance in the real world. Although DR is widely used in practice and is often…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Tesshu Fujinami , Bruce D. Lee , Nikolai Matni , George J. Pappas

A gradient-based method is proposed for solving the linear quadratic regulator (LQR) problem for linear systems with nonlinear dependence on time-invariant probabilistic parametric uncertainties. The approach explicitly accounts for model…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Leilei Cui , Richard D. Braatz

We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradient methods in the setting of known and unknown parameters.…

Machine Learning · Computer Science 2021-06-25 Ben Hambly , Renyuan Xu , Huining Yang

We study the problem of learning to stabilize (LTS) a linear time-invariant (LTI) system. Policy gradient (PG) methods for control assume access to an initial stabilizing policy. However, designing such a policy for an unknown system is one…

Machine Learning · Computer Science 2025-05-07 Leonardo F. Toso , Lintao Ye , James Anderson

Stabilizing an unknown control system is one of the most fundamental problems in control systems engineering. In this paper, we provide a simple, model-free algorithm for stabilizing fully observed dynamical systems. While model-free…

Systems and Control · Electrical Eng. & Systems 2021-10-14 Juan C. Perdomo , Jack Umenberger , Max Simchowitz

Stabilizing a dynamical system is a fundamental problem that serves as a cornerstone for many complex tasks in the field of control systems. The problem becomes challenging when the system model is unknown. Among the Reinforcement Learning…

Systems and Control · Electrical Eng. & Systems 2026-01-30 Ankang Zhang , Ming Chi , Xiaoling Wang , Lintao Ye

In this paper, we revisit and improve the convergence of policy gradient (PG), natural PG (NPG) methods, and their variance-reduced variants, under general smooth policy parametrizations. More specifically, with the Fisher information…

Machine Learning · Computer Science 2022-11-17 Yanli Liu , Kaiqing Zhang , Tamer Başar , Wotao Yin

We revisit in this paper the discrete-time linear quadratic regulator (LQR) problem from the perspective of receding-horizon policy gradient (RHPG), a newly developed model-free learning framework for control applications. We provide a…

Optimization and Control · Mathematics 2024-02-02 Xiangyuan Zhang , Tamer Başar

Direct policy search serves as one of the workhorses in modern reinforcement learning (RL), and its applications in continuous control tasks have recently attracted increasing attention. In this work, we investigate the convergence theory…

Optimization and Control · Mathematics 2022-01-03 Kaiqing Zhang , Xiangyuan Zhang , Bin Hu , Tamer Başar

We study deterministic, discrete linear time-invariant systems with infinite-horizon discounted quadratic cost. It is well-known that standard stabilizability and detectability properties are not enough in general to conclude stability…

Optimization and Control · Mathematics 2025-09-04 Jonathan de Brusse , Jamal Daafouz , Mathieu Granzotto , Romain Postoyan , Dragan Nesic

Domain randomization is a simple, effective, and flexible scheme for obtaining robust feedback policies aimed at reducing the sim-to-real gap due to model mismatch. While domain randomization methods have yielded impressive demonstrations…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Alex Nguyen-Le , Nikolai Matni

With the outstanding performance of policy gradient (PG) method in the reinforcement learning field, the convergence theory of it has aroused more and more interest recently. Meanwhile, the significant importance and abundant theoretical…

Optimization and Control · Mathematics 2024-04-19 Xinpei Zhang , Guangyan Jia

Policy gradient algorithms are widely used in reinforcement learning and belong to the class of approximate dynamic programming methods. This paper studies two key policy gradient algorithms, the Natural Policy Gradient and the Gauss-Newton…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Bowen Song , Sebastien Gros , Andrea Iannelli

We investigate the problem of learning linear quadratic regulators (LQR) in a multi-task, heterogeneous, and model-free setting. We characterize the stability and personalization guarantees of a policy gradient-based (PG) model-agnostic…

Optimization and Control · Mathematics 2024-06-04 Leonardo F. Toso , Donglin Zhan , James Anderson , Han Wang

In this paper, we investigate a model-free optimal control design that minimizes an infinite horizon average expected quadratic cost of states and control actions subject to a probabilistic risk or chance constraint using input-output data.…

Systems and Control · Electrical Eng. & Systems 2024-11-11 Arunava Naha , Subhrakanti Dey

The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all…

Machine Learning · Computer Science 2020-05-04 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems with unknown dynamics. This paper focuses on characterizing…

Optimization and Control · Mathematics 2025-06-17 Weijian Li , Panagiotis Kounatidis , Zhong-Ping Jiang , Andreas A. Malikopoulos
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