135 citations · 241 across the 29 of their papers we have counts for
29 papers
Stochastic Linear Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System
Jiaqiang Wen, Xun Li, Jie Xiong +1
This paper thoroughly investigates stochastic linear-quadratic optimal control problems with the Markovian regime switching system, where the coefficients of the state equation and…
Distributed Q-Learning for Stochastic LQ Control with Unknown Uncertainty
Zhaorong Zhang, Juanjuan Xu, Xun Li
This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matr…
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…
Optimal control and stablilization for linear continuous-time mean-field systems with delay
Xiao Ma, Qingyuan Qi, Xun Li +1
This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabiliz…
Optimal Control for Discrete-time NCSs with Input Delay and Markovian Packet Losses: Hold-Input Case
Hongdan Li, Xun Li, Huanshui Zhang
This paper is concerned with the linear quadratic optimal control problem for networked system simultaneously with input delay and Markovian dropout. Different from the results in…
A stochastic maximum principle for partially observed stochastic control systems with delay
Shuaiqi Zhang, Xun Li, Jie Xiong
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle f…