Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method

Na Li 0006, Xun Li 0002, Jing Peng, Zuo Quan Xu. Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method. IEEE Trans. Automat. Contr., 67(9):5009-5016, 2022. [doi]

Abstract

Abstract is missing.