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Date
2022Type
- Conference Paper
ETH Bibliography
yes
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Abstract
We study stochastic policy gradient methods from the perspective of control-theoretic limitations. Our main result is that ill-conditioned linear systems in the sense of Doyle inevitably lead to noisy gradient estimates. We also give an example of a class of stable systems in which policy gradient methods suffer from the curse of dimensionality. Finally, we show how our results extend to partially observed systems. Show more
Publication status
publishedExternal links
Book title
2022 IEEE 61st Conference on Decision and Control (CDC)Pages / Article No.
Publisher
IEEEEvent
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ETH Bibliography
yes
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