Structured Output Feedback Control for Linear Quadratic Regulator Using Policy Gradient Method

We consider the static output feedback control for Linear Quadratic Regulator problems with structured constraints under assumption that system parameters are unknown. To solve problem in model free setting, we propose policy gradient algorithm based on projection method and show its global convergence to $\varepsilon$ -stationary points. In addition, introduce a variance reduction technique both theoretically numerically it significantly reduces estimation. also numerical experiments approach efficiently solves problem.