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Optimal and autonomous control using reinforcement learning: A survey,

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On the Robustness of Derivative-free Methods for Linear Quadratic Regulator

math.OC · 2025-06-14 · conditional · novelty 5.0

Bounded perturbations of size O(sqrt(epsilon)) still allow derivative-free LQR policy optimization to reach an epsilon-optimal policy with high probability, with sample complexity O(1/epsilon^2 log(1/epsilon)) (one-point) or O(1/epsilon log(1/epsilon)) (two-point).

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  • On the Robustness of Derivative-free Methods for Linear Quadratic Regulator math.OC · 2025-06-14 · conditional · none · ref 2

    Bounded perturbations of size O(sqrt(epsilon)) still allow derivative-free LQR policy optimization to reach an epsilon-optimal policy with high probability, with sample complexity O(1/epsilon^2 log(1/epsilon)) (one-point) or O(1/epsilon log(1/epsilon)) (two-point).