2 papers
math.OC2025
Model-free stochastic linear quadratic control for discrete-time systems with multiplicative and additive noises via semidefinite programming
Jing Guo, Xiushan Jiang, Weihai Zhang
This paper investigates a model-free solution to the stochastic linear quadratic regulation (LQR) problem for linear discrete-time systems with both multiplicative and additive noi…
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…