35 citations · 38 across the 9 of their papers we have counts for
9 papers
Model-Free Q-Learning for Infinite-Horizon Stochastic Linear Quadratic Problems with Regime Switching
Xinyue Zhang, Na Li, Xun Li +1
This paper addresses infinite-horizon continuous-time stochastic linear quadratic optimal control problems with regime switching. We propose a paradigm shift from model-based desig…
Inverse Optimal Control for Linear Quadratic Problem with Poisson Jumps: Model-Free Inverse Reinforcement Learning Approaches
Wen Du, Na Li, Xun Li +1
This paper addresses the inverse optimal control (IOC) problem for stochastic linear systems subject to both Brownian motion and Poisson jumps, using an inverse reinforcement learn…
Linear-Quadratic Mean-Field Game for Stochastic Systems with Partial Observation
Min Li, Na Li, Zhen Wu
This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observ…
Policy Iteration Reinforcement Learning Method for Continuous-Time Linear-Quadratic Mean-Field Control Problems
Na Li, Xun Li, Zuo Quan Xu
This paper employs a policy iteration reinforcement learning (RL) method to study continuous-time linear-quadratic mean-field control problems in infinite horizon. The drift and di…
Online switching control with stability and regret guarantees
Yingying Li, James A. Preiss, Na Li +3
This paper considers online switching control with a finite candidate controller pool, an unknown dynamical system, and unknown cost functions. The candidate controllers can be uns…
Data-driven policy iteration algorithm for continuous-time stochastic linear-quadratic optimal control problems
Heng Zhang, Na Li
This paper studies a continuous-time stochastic linear-quadratic (SLQ) optimal control problem on infinite-horizon. A data-driven policy iteration algorithm is proposed to solve th…
Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method
Na Li, Xun Li, Jing Peng +1
This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynam…
Indefinite Mean-Field Type Linear-Quadratic Stochastic Optimal Control Problems
Na Li, Xun Li, Zhiyong Yu
This paper focuses on indefinite stochastic mean-field linear-quadratic (MF-LQ, for short) optimal control problems, which allow the weighting matrices for state and control in the…
A Class of Linear-Quadratic-Gaussian (LQG) Mean-Field Game (MFG) of Stochastic Delay Systems
Na Li, Shujun Wang
This paper investigates the linear-quadratic-Gaussian (LQG) mean-field game (MFG) for a class of stochastic delay systems. We consider a large population system in which the dynami…