Perturbed gradient descent is small-disturbance input-to-state stable under a generalized nonlinear PL condition, and LQR policy gradient methods inherit this guarantee.
Why natural gradient? In Proceedings of the IEEE International Conference on Acoustics, Speech and Signal Processing , volume 2, pages 1213–1216, 1998
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Perturbed Gradient Descent Algorithms are Small-Disturbance Input-to-State Stable
Perturbed gradient descent is small-disturbance input-to-state stable under a generalized nonlinear PL condition, and LQR policy gradient methods inherit this guarantee.