# On the Analysis of Model-free Methods for the Linear Quadratic Regulator

arXiv: https://arxiv.org/abs/2007.03861 · HTML: https://mlsanity.com/paper/2007.03861/

## Key facts

- Cited by 6 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 8 Jul 2020.

## Built on by (most cited first, 6 of 6)

- [Convergence of policy gradient methods for finite-horizon exploratory linear-quadratic control problems](https://mlsanity.com/paper/2211.00617/) (2022)
- [Fast Policy Learning for Linear Quadratic Control with Entropy Regularization](https://mlsanity.com/paper/2311.14168/) (2023)
- [Online Policy Gradient for Model Free Learning of Linear Quadratic Regulators with √T Regret](https://mlsanity.com/paper/2102.12608/) (2021)
- [Towards a Theoretical Foundation of Policy Optimization for Learning Control Policies](https://mlsanity.com/paper/2210.04810/) (2022)
- [Policy Gradient Converges to the Globally Optimal Policy for Nearly Linear-Quadratic Regulators](https://mlsanity.com/paper/2303.08431/) (2023)
- [Implicit Bias of Policy Gradient in Linear Quadratic Control: Extrapolation to Unseen Initial States](https://mlsanity.com/paper/2402.07875/) (2024)

## Abstract (arXiv)

Many reinforcement learning methods achieve great success in practice but lack theoretical foundation. In this paper, we study the convergence analysis on the problem of the Linear Quadratic Regulator (LQR). The global linear convergence properties and sample complexities are established for several popular algorithms such as the policy gradient algorithm, TD-learning and the actor-critic (AC) algorithm. Our results show that the actor-critic algorithm can reduce the sample complexity compared with the policy gradient algorithm. Although our analysis is still preliminary, it explains the benefit of AC algorithm in a certain sense.
