Xiushan Jiang

collaborators

Showing math.OCShow all

3 papers · 1 filter

math.OC2025

Learning-based primal-dual optimal control of discrete-time stochastic systems with multiplicative noise

Xiushan Jiang, Weihai Zhang

Reinforcement learning (RL) is an effective approach for solving optimal control problems without knowing the exact information of the system model. However, the classical Q-learni…

math.OC2024

Model-free stochastic linear quadratic design by semidefinite programming

Jing Guo, Xiushan Jiang, Weihai Zhang

In this article, we study a model-free design approach for stochastic linear quadratic (SLQ) controllers. Based on the convexity of the SLQ dual problem and the Karush-Kuhn-Tucker…

math.OC2024

Model-free $H_{\infty}$ control of Itô stochastic system via off-policy reinforcement learning

Jing Guo Jing Guo, Xiushan Jiang, Weihai Zhang

The stochastic $H_{\infty}$ control is studied for a linear stochastic Itô system with an unknown system model. The linear stochastic $H_{\infty}$ control issue is known to be tran…

Learning-based primal-dual optimal control of discrete-time stochastic systems with multiplicative noise

Model-free stochastic linear quadratic design by semidefinite programming

Model-free H∞​ control of Itô stochastic system via off-policy reinforcement learning

Model-free $H_{\infty}$ control of Itô stochastic system via off-policy reinforcement learning