Data-driven policy iteration algorithm for continuous-time stochastic linear-quadratic optimal control problems (Q6583278)
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scientific article; zbMATH DE number 7892474
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Data-driven policy iteration algorithm for continuous-time stochastic linear-quadratic optimal control problems |
scientific article; zbMATH DE number 7892474 |
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Data-driven policy iteration algorithm for continuous-time stochastic linear-quadratic optimal control problems (English)
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6 August 2024
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data-driven
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policy iteration
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stochastic algebraic Riccati equation
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stochastic linear-quadratic optimal control problem
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