Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon

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Bibliographic Details
Published in:SIAM journal on control and optimization 2021-01, Vol.59 (5), p.3359-3391
Main Authors: Hambly, Ben, Xu, Renyuan, Yang, Huining
Format: Article
Language:English
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ISSN:0363-0129
1095-7138
DOI:10.1137/20M1382386