Interpreting LQR from Two Perspectives: Optimal Control and RL Permalink
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This post explains the Linear Quadratic Regulator (LQR) from two complementary viewpoints: classical optimal control and reinforcement learning. Starting from the finite- and infinite-horizon optimal control formulation, it derives the Riccati equation and optimal feedback law, then reinterprets the same results through value functions, Q-functions, policy iteration, and value iteration. Drawing on the connection highlighted in Reinforcement Learning and Adaptive Dynamic Programming for Feedback Control, the post shows how LQR serves as a clean bridge between control theory and RL, clarifying how dynamic programming ideas underpin both frameworks.
