2 citations · 2 across the 3 of their papers we have counts for
Showing math.OCShow all
2 papers · 1 filter
math.OC2022★ 2 cited
Adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems
Heng Zhang
This paper investigates an infinite-horizon linear quadratic stochastic (LQS) optimal control problem for a class of continuous-time stochastic systems. By employing the technique…
math.OC2022
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…