Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method

DOI10.1109/tac.2022.3181248arXiv2011.14516OpenAlexW3108003339MaRDI QIDQ6076047

Xun Li, Jing Peng, Zuo Quan Xu, Unnamed Author

Publication date: 21 September 2023

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.14516

zbMATH Keywords

stochastic optimal controllinear quadratic (LQ) problemreinforcement learning (RL)

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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