Preprint
Sep 2026
(Cheap) Stochastic Policy Gradient Converges with High Probability for Linear Quadratic Regulator
This appears to be the first time that a stochastic model-free policy optimization method for LQR converges with high probability with $\tilde{O}(1)$ per-iteration computation and polylogarithmic dependence on the confidence level.
Yan Li, Cheng-Ze Xie
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