From the 1 of 2 linked papers with an AI index.
2 papers
math.OC2026
Model-Free Q-Learning for Infinite-Horizon Stochastic Linear Quadratic Problems with Regime Switching
Xinyue Zhang, Na Li, Xun Li +1
The paper develops model‑free Q‑learning algorithms that learn optimal controllers for infinite‑horizon continuous‑time stochastic linear‑quadratic problems with regime switching,…
math.OC2026
Closed-loop solvability of infinite-horizon stochastic linear-quadratic problem for Markov regime-switching jump-diffusion system
Kai Ding, Fan Wu, Jie Xiong +1
This paper investigates a class of stochastic linear-quadratic (SLQ) control problems over an infinite horizon for Markov regime-switching jump-diffusion systems. Unlike classical…