4 papers
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…
Robust policy iteration for continuous-time stochastic control problem with unknown dynamics
Zhongshi Sun, Guangyan Jia
In this article, we study a continuous-time stochastic control problem based on reinforcement learning (RL) techniques that can be viewed as solving a stochastic linear-…
Inverse reinforcement learning by expert imitation for the stochastic linear-quadratic optimal control problem
Zhongshi Sun, Guangyan Jia
This article studies inverse reinforcement learning (IRL) for the stochastic linear-quadratic optimal control problem, where two agents are considered. A learner agent does not kno…
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…