2 papers
math.OC2024
Robust policy iteration for continuous-time stochastic control problem with unknown dynamics
Zhongshi Sun, Guangyan Jia
In this article, we study a continuous-time stochastic control problem based on reinforcement learning (RL) techniques that can be viewed as solving a stochastic linear-…
math.OC2024
Inverse reinforcement learning by expert imitation for the stochastic linear-quadratic optimal control problem
Zhongshi Sun, Guangyan Jia
This article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not kno…