A Moreau Envelope Approach for LQR Meta-Policy Estimation
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Abstract (arXiv)
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 Envelope-based surrogate LQR cost, built from a finite set of realizations of the uncertain system, to define a meta-policy efficiently adjustable to new realizations. Moreover, we design an algorithm to find an approximate first-order stationary point of the meta-LQR cost function. Numerical results show that the proposed approach outperforms naive averaging of controllers on new realizations of the linear system. We also provide empirical evidence that our method has better sample complexity than Model-Agnostic Meta-Learning (MAML) approaches.
Key facts. Cited by 2 papers in the map (data through 7 Oct 2026). Builds on 17 of its 32 references that are in the map. First posted on arXiv 26 Mar 2024.
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References · 17
- 2017Model-Agnostic Meta-Learning for Fast Adaptation of Deep Networkscited by 4,861
- 2020Personalized Federated Learning with Moreau Envelopescited by 612
- 2018Learning to Adapt in Dynamic, Real-World Environments Through Meta-Reinforcement Learningcited by 270
- 2018Global Convergence of Policy Gradient Methods for the Linear Quadratic Regulatorcited by 211
- 2023A Tutorial on Meta-Reinforcement Learningcited by 102
- 2018Model-Based Reinforcement Learning via Meta-Policy Optimizationcited by 99
- 2020On the Convergence Theory of Debiased Model-Agnostic Meta-Reinforcement Learningcited by 19
- 2022Convergence of policy gradient methods for finite-horizon exploratory linear-quadratic control problemscited by 19
- 2023Model-free Learning with Heterogeneous Dynamical Systems: A Federated LQR Approachcited by 19
- 2024Meta-Learning Linear Quadratic Regulators: A Policy Gradient MAML Approach for Model-free LQRcited by 14
- 2021Convergence rates for the Heavy-Ball continuous dynamics for non-convex optimization, under Polyak-L ojasiewicz conditioncited by 11
- 2020Robust Reinforcement Learning: A Case Study in Linear Quadratic Regulationcited by 5
5 more
- 2021Learning Distributed Stabilizing Controllers for Multi-Agent Systemscited by 5
- 2022PersA-FL: Personalized Asynchronous Federated Learningcited by 5
- 2023Convergence of Gradient-based MAML in LQRcited by 5
- 2023On First-Order Meta-Reinforcement Learning with Moreau Envelopescited by 1
- 2024Stability-Certified On-Policy Data-Driven LQR via Recursive Learning and Policy Gradientcited by 1
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