How are policy gradient methods affected by the limits of control?

• 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.

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

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