works on
linear quadratic 1q-learning 1regime switching 1reinforcement learning 1stochastic control 1

From the 1 of 3 linked papers with an AI index.

collaborators

3 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

Inverse Optimal Control for Linear Quadratic Problem with Poisson Jumps: Model-Free Inverse Reinforcement Learning Approaches

Wen Du, Na Li, Xun Li +1

This paper addresses the inverse optimal control (IOC) problem for stochastic linear systems subject to both Brownian motion and Poisson jumps, using an inverse reinforcement learn…

math.OC2024

Policy Iteration Reinforcement Learning Method for Continuous-Time Linear-Quadratic Mean-Field Control Problems

Na Li, Xun Li, Zuo Quan Xu

This paper employs a policy iteration reinforcement learning (RL) method to study continuous-time linear-quadratic mean-field control problems in infinite horizon. The drift and di…