2 papers
math.OC2025
Computing stabilizing feedback gains for stochastic linear systems via policy iteration method
Xinpei Zhang, Guangyan Jia
In recent years, stabilizing unknown dynamical systems has became a critical problem in control systems engineering. Addressing this for linear time-invariant (LTI) systems is an e…
math.OC2024
Convergence of Policy Gradient for Stochastic Linear-Quadratic Control Problem in Infinite Horizon
Xinpei Zhang, Guangyan Jia
With the outstanding performance of policy gradient (PG) method in the reinforcement learning field, the convergence theory of it has aroused more and more interest recently. Meanw…