Publications [#362087] of Jianfeng Lu

Papers Published

1. Zhou, M; Lu, J, Single Time-scale Actor-critic Method to Solve the Linear Quadratic Regulator with Convergence Guarantees, vol. 24 (January, 2022)
   (last updated on 2026/01/15)

   Abstract:
   We propose a single timescale actor-critic algorithm to solve the linear quadratic regulator (LQR) problem. A least squares temporal difference (LSTD) method is applied to the critic and a natural policy gradient method is used for the actor. We give a proof of convergence with sample complexity O(ε⁻¹ log(ε⁻¹)²). The method in the proof is applicable to general single timescale bilevel optimization problems. We also numerically validate our theoretical results on the convergence.