From the 1 of 3 linked papers with an AI index.
4 papers · 1 filter
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,…
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…
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…
Linear-Quadratic Mean-Field Game for Stochastic Systems with Partial Observation
Min Li, Na Li, Zhen Wu
This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observ…