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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 control of Itô stochastic system via off-policy reinforcement learning
Jing Guo Jing Guo, Xiushan Jiang, Weihai Zhang
The stochastic control is studied for a linear stochastic Itô system with an unknown system model. The linear stochastic control issue is known to be tran…