# On the Optimization Landscape of Dynamic Output Feedback: A Case Study for Linear Quadratic Regulator

arXiv: https://arxiv.org/abs/2209.05042 · HTML: https://mlsanity.com/paper/2209.05042/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 17 of its 39 references that are in the map.
- First posted on arXiv 12 Sep 2022.

## Builds on (most cited first, 17 of 17)

- [Soft Actor-Critic: Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actor](https://mlsanity.com/paper/1801.01290/) (2018)
- [Continuous control with deep reinforcement learning](https://mlsanity.com/paper/1509.02971/) (2015)
- [Global Convergence of Policy Gradient Methods for the Linear Quadratic Regulator](https://mlsanity.com/paper/1801.05039/) (2018)
- [Global Optimality Guarantees For Policy Gradient Methods](https://mlsanity.com/paper/1906.01786/) (2019)
- [Reinforcement Learning to Optimize Long-term User Engagement in Recommender Systems](https://mlsanity.com/paper/1902.05570/) (2019)
- [Distributional Soft Actor-Critic: Off-Policy Reinforcement Learning for Addressing Value Estimation Errors](https://mlsanity.com/paper/2001.02811/) (2020)
- [Derivative-Free Methods for Policy Optimization: Guarantees for Linear Quadratic Systems](https://mlsanity.com/paper/1812.08305/) (2018)
- [Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon](https://mlsanity.com/paper/2011.10300/) (2020)
- [Policy Optimization for H2 Linear Control with H_∞ Robustness Guarantee: Implicit Regularization and Global Convergence](https://mlsanity.com/paper/1910.09496/) (2019)
- [LQR through the Lens of First Order Methods: Discrete-time Case](https://mlsanity.com/paper/1907.08921/) (2019)
- [Analysis of the Optimization Landscape of Linear Quadratic Gaussian (LQG) Control](https://mlsanity.com/paper/2102.04393/) (2021)
- [Optimizing Static Linear Feedback: Gradient Method](https://mlsanity.com/paper/2004.09875/) (2020)
- [Data informativity: a new perspective on data-driven analysis and control](https://mlsanity.com/paper/1908.00468/) (2019)
- [Optimization Landscape of Gradient Descent for Discrete-time Static Output Feedback](https://mlsanity.com/paper/2109.13132/) (2021)
- [Primal-dual Learning for the Model-free Risk-constrained Linear Quadratic Regulator](https://mlsanity.com/paper/2011.10931/) (2020)
- [On Topological and Metrical Properties of Stabilizing Feedback Gains: the MIMO Case](https://mlsanity.com/paper/1904.02737/) (2019)
- [Policy Optimization for Markovian Jump Linear Quadratic Control: Gradient-Based Methods and Global Convergence](https://mlsanity.com/paper/2011.11852/) (2020)

## Built on by (most cited first, 1 of 1)

- [Accelerated Optimization Landscape of Linear-Quadratic Regulator](https://mlsanity.com/paper/2307.03590/) (2023)

## Abstract (arXiv)

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of linear quadratic control. However, most of the existing literature only considers the optimization landscape for static full-state or output feedback policies (controllers). We investigate the more challenging case of dynamic output-feedback policies for linear quadratic regulation (abbreviated as dLQR), which is prevalent in practice but has a rather complicated optimization landscape. We first show how the dLQR cost varies with the coordinate transformation of the dynamic controller and then derive the optimal transformation for a given observable stabilizing controller. At the core of our results is the uniqueness of the stationary point of dLQR when it is observable, which is in a concise form of an observer-based controller with the optimal similarity transformation. These results shed light on designing efficient algorithms for general decision-making problems with partially observed information.
