The film was considered "an enigmatic work whose characters, often bored and identified only by initials, live in an otherworldly chateau, not sure whether they are planning seductions or remembering them." Last Year at Marienbad was "released in the United States in early 1962 and became one of the most talked-about art films of the year."
What's the Louise Brooks connection? Last Year at Marienbad was inspired by Adolpho Bioy Casares 1940 novella, The Invention of Morel, one of whose central characters was in turn inspired by Louise Brooks. That connection is spelled out in Thomas Beltzer's rather interesting essay, "Last Year at Marienbad: An Intertextual Meditation."
(More about Alain Robbe-Grillet can be found here and possibly here.)