A Moreau Envelope Approach for LQR Meta-Policy Estimation

A Aravind, MT Toghani, CA Uribe - arXiv preprint arXiv:2403.17364, 2024 - arxiv.org
We study the problem of policy estimation for the Linear Quadratic Regulator (LQR) in
discrete-time linear time-invariant uncertain dynamical systems. We propose a Moreau …