Wasserstein Policy Gradient for Entropy-Regularized Linear-Quadratic Control
By Zhaoyu Zhu · Paper · math.OC
Wasserstein policy gradient (WPG) updates state-conditional action laws by transport in the action space. We study entropy-regularized discounted linear-quadratic (LQ) control. A Bellman verification argument shows that the unrestricted problem has a linear-Gaussian optimal polic