Relearn LQR combines recursive least squares with policy gradient for on-policy data-driven LQR and proves stability of the full scheme via Lyapunov analysis with averaging and timescale separation.
Value iteration for continuous-time lin- ear time-invariant systems
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Stability-Certified On-Policy Data-Driven LQR via Recursive Learning and Policy Gradient
Relearn LQR combines recursive least squares with policy gradient for on-policy data-driven LQR and proves stability of the full scheme via Lyapunov analysis with averaging and timescale separation.