Learning Controllers for Unstable Linear Quadratic Regulators from a Single Trajectory

19 Jun 2020Lenart TrevenSebastian CuriMojmir MutnyAndreas Krause

We present the first approach for learning -- from a single trajectory -- a linear quadratic regulator (LQR), even for unstable systems, without knowledge of the system dynamics and without requiring an initial stabilizing controller. Our central contribution is an efficient algorithm -- \emph{eXploration} -- that quickly identifies a stabilizing controller... (read more)

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