AI & ML
Data-Driven Continuous-Time LQR: Linking Reinforcement Learning and Behavioral System Theory
arXiv eess.SY0 views
arXiv:2604.27922v2 Announce Type: replace-cross Abstract: Behavioral system theory and reinforcement learning (RL) have independently developed data-driven approaches to the continuous-time LQR problem, yet their respective methods have largely evolved in separation. We connect these two adjacent lines of work by studying their data-driven parameterizations, namely a closed-loop (CL) parameterization from behavioral system theory and an integral RL (IRL) parameterization. The CL parameterization characterizes the closed-loop system via a matrix that satisfies equality constraints. While this parameterization has been extensively studied for discrete-time systems, we adapt key results to the continuous-time setting and develop a policy iteration (PI) scheme, derive an algebraic Riccati equation, and introduce an alternative convex program. The IRL parameterization utilizes off-policy data to perform policy evaluation, which is used for PI or value iteration. Within the IRL framework, we derive a policy gradient flow and propose convex programs for the LQR problem. Finally, we provide a unified treatment of these parameterizations that enables a systematic understanding of existing approaches, and clarifies their structural relationships.
Source:https://arxiv.org/abs/2604.27922PreviousXIT: Exploration and Exploitation Informed Trees for Active Gas Distribution Mapping in Unknown EnvironmentsNextA Measure-Theoretic Formulation of Behavioral Systems
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