Model-free stochastic linear quadratic design by semidefinite programming

DOI10.1016/J.JFRANKLIN.2025.107934MaRDI QIDQ6837087zbMATH OpenFDO

Authors Jing Guo, Xiushan Jiang, Weihai Zhang

Publication date 26 March 2026

Published in Journal of the Franklin Institute (Search for Journal in Brave)

zbMATH Keywords

convex optimizationsemidefinite programmingreinforcement learningQ-learningmodel-free designSLQ dual problem

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Linear-quadratic optimal control problems (49N10) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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