论文标题
使用策略梯度方法的线性二次调节器的结构化输出反馈控制
Structured Output Feedback Control for Linear Quadratic Regulator Using Policy Gradient Method
论文作者
论文摘要
在系统参数未知的假设下，我们考虑了与结构化约束的线性二次调节器问题的静态输出反馈控制。为了解决自由设置中的问题，我们根据梯度投影方法提出了策略梯度算法，并将其全局收敛显示为$ \ VAREPSILON $ -STATIONARY点。此外，我们引入了一种降低方差技术，并从理论和数字上显示出它可显着降低梯度估计的差异。我们在数值实验中还显示，该模型无效方法有效地解决了该问题。
We consider the static output feedback control for Linear Quadratic Regulator problems with structured constraints under the assumption that system parameters are unknown. To solve the problem in the model free setting, we propose the policy gradient algorithm based on the gradient projection method and show its global convergence to $\varepsilon$-stationary points. In addition, we introduce a variance reduction technique and show both theoretically and numerically that it significantly reduces the variance in the gradient estimation. We also show in the numerical experiments that the model free approach efficiently solves the problem.
