Stochastic linear quadratic optimal control for continuous-time systems based on policy iteration
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Publication:2992467
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(13)- A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty
- Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy
- Potential-based least-squares policy iteration for a parameterized feedback control system
- On continuous-time constrained stochastic linear-quadratic control
- Stochastic linear quadratic control via random parameter‐dependent truncated balanced realization
- Finite-time stochastic linear quadratic optimal control based on \(Q\)-learning
- Controlled interacting particle algorithms for simulation-based reinforcement learning
- Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems
- Value iteration for LQR control of unknown stochastic-parameter linear systems
- Data-driven policy iteration algorithm for continuous-time stochastic linear-quadratic optimal control problems
- Policy iteration based feedback control
- Robust Policy Iteration for Continuous-Time Linear Quadratic Regulation
- Iterative Procedures in Application of the LQG Approach to Control Problems for Polynomial Stochastic Systems
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