Sublinear regret for a class of continuous-time linear-quadratic reinforcement learning problems

DOI10.1137/24M1695075MaRDI QIDQ6925757zbMATH OpenFDO

Authors Yilie Huang, Yanwei Jia, Xun Yu Zhou

Publication date 25 September 2025

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

regret boundsstochastic linear-quadratic controlreinforcement learning algorithmcontinuous-time reinforcement learningexploration schedulingmodel-free policy gradient

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)

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