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New Wasserstein Policy Gradient Method for LQ Control Problems

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Researchers have developed a Wasserstein policy gradient (WPG) method for entropy-regularized linear-quadratic (LQ) control problems. This approach leverages the fact that unrestricted LQ control problems have linear-Gaussian optimal policies. The WPG method updates action laws by considering transport in the action space, and a Bellman verification argument confirms that the discounted-occupancy-weighted statewise Wasserstein gradient is tangent to this policy class. Consequently, the WPG method simplifies to a finite-dimensional ordinary differential equation (ODE) for the feedback gain and action covariance, which is proven to be globally well-posed and converges exponentially from any admissible initialization. AI

RANK_REASON Academic paper detailing a new method for a specific control problem. [lever_c_demoted from research: ic=1 ai=0.7]

Read on arXiv cs.LG →

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New Wasserstein Policy Gradient Method for LQ Control Problems

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Academic paper detailing a new method for a specific control problem. [lever_c_demoted from research: ic=1 ai=0.7]
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COVERAGE [1]

  1. arXiv cs.LG TIER_1 English(EN) · Zhaoyu Zhu, Rui Gao, Shuang Li ·

    Wasserstein Policy Gradient for Entropy-Regularized Linear-Quadratic Control

    arXiv:2608.07433v1 Announce Type: cross Abstract: Wasserstein policy gradient (WPG) updates state-conditional action laws by transport in the action space. We study entropy-regularized discounted linear-quadratic (LQ) control. A Bellman verification argument shows that the unrest…

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