Relearn LQR combines recursive least squares with policy gradient for on-policy data-driven LQR and proves stability of the full scheme via Lyapunov analysis with averaging and timescale separation.
Asymptotic stability equals exponential stability, and iss equals finite energy gain—if you twist your eyes
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Stability-Certified On-Policy Data-Driven LQR via Recursive Learning and Policy Gradient
Relearn LQR combines recursive least squares with policy gradient for on-policy data-driven LQR and proves stability of the full scheme via Lyapunov analysis with averaging and timescale separation.