# On the Robustness of Derivative-free Methods for Linear Quadratic Regulator

arXiv: https://arxiv.org/abs/2506.12596 · HTML: https://mlsanity.com/paper/2506.12596/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Placed in RL for games and combinatorial optimization, one of 15 directions in Deep reinforcement learning methods.
- Builds on 19 of its 35 references that are in the map.
- First posted on arXiv 14 Jun 2025.

## Placed in

- Deep reinforcement learning methods / [RL for games and combinatorial optimization](https://mlsanity.com/deeprl/rl-for-games-and-combinatorial-optimization/)

## Builds on (most cited first, 19 of 19)

- [Trust Region Policy Optimization](https://mlsanity.com/paper/1502.05477/) (2015)
- [Stochastic First- and Zeroth-order Methods for Nonconvex Stochastic Programming](https://mlsanity.com/paper/1309.5549/) (2013)
- [Global Convergence of Policy Gradient Methods for the Linear Quadratic Regulator](https://mlsanity.com/paper/1801.05039/) (2018)
- [On the Sample Complexity of the Linear Quadratic Regulator](https://mlsanity.com/paper/1710.01688/) (2017)
- [An Optimal Algorithm for Bandit and Zero-Order Convex Optimization with Two-Point Feedback](https://mlsanity.com/paper/1507.08752/) (2015)
- [Derivative-Free Methods for Policy Optimization: Guarantees for Linear Quadratic Systems](https://mlsanity.com/paper/1812.08305/) (2018)
- [Convergence and sample complexity of gradient methods for the model-free linear quadratic regulator problem](https://mlsanity.com/paper/1912.11899/) (2019)
- [Policy Optimization Provably Converges to Nash Equilibria in Zero-Sum Linear Quadratic Games](https://mlsanity.com/paper/1906.00729/) (2019)
- [Distributed Reinforcement Learning for Decentralized Linear Quadratic Control: A Derivative-Free Policy Optimization Approach](https://mlsanity.com/paper/1912.09135/) (2019)
- [Optimizing Static Linear Feedback: Gradient Method](https://mlsanity.com/paper/2004.09875/) (2020)
- [Global Convergence of Policy Gradient Primal-dual Methods for Risk-constrained LQRs](https://mlsanity.com/paper/2104.04901/) (2021)
- [Robust Policy Iteration for Continuous-time Linear Quadratic Regulation](https://mlsanity.com/paper/2005.09528/) (2020)
- [A Decentralized Energy-Optimal Control Framework for Connected Automated Vehicles at Signal-Free Intersections](https://mlsanity.com/paper/1602.03786/) (2016)
- [Separation of Learning and Control for Cyber-Physical Systems](https://mlsanity.com/paper/2107.06379/) (2021)
- [Remarks on input to state stability of perturbed gradient flows, motivated by model-free feedback control learning](https://mlsanity.com/paper/2108.02632/) (2021)
- [A Multi-Agent Deep Reinforcement Learning Coordination Framework for Connected and Automated Vehicles at Merging Roadways](https://mlsanity.com/paper/2109.11672/) (2021)
- [Robust Reinforcement Learning for Risk-Sensitive Linear Quadratic Gaussian Control](https://mlsanity.com/paper/2212.02072/) (2022)
- [Small-Disturbance Input-to-State Stability of Perturbed Gradient Flows: Applications to LQR Problem](https://mlsanity.com/paper/2310.02930/) (2023)
- [Distributed Policy Gradient for Linear Quadratic Networked Control with Limited Communication Range](https://mlsanity.com/paper/2403.03055/) (2024)

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

- [A Stochastic Gradient Descent Approach to Design Policy Gradient Methods for LQR](https://mlsanity.com/paper/2602.18933/) (2026)

## Abstract (arXiv)

Policy optimization has drawn increasing attention in reinforcement learning, particularly in the context of derivative-free methods for linear quadratic regulator (LQR) problems with unknown dynamics. This paper focuses on characterizing the robustness of derivative-free methods for solving an infinite-horizon LQR problem. To be specific, we estimate policy gradients by cost values, and study the effect of perturbations on the estimations, where the perturbations may arise from function approximations, measurement noises, etc. We show that under sufficiently small perturbations, the derivative-free methods converge to any pre-specified neighborhood of the optimal policy. Furthermore, we establish explicit bounds on the perturbations, and provide the sample complexity for the perturbed derivative-free methods.
