"A Value Iteration Algorithm for Stochastic Linear Quadratic Regulator."

Hongxia Wang, Yihang Liu, Xiangqian Liu (2025)

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DOI: 10.1007/S10957-025-02777-3

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type: Journal Article

metadata version: 2025-08-06

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Hongxia Wang, Yihang Liu, Xiangqian Liu:
A Value Iteration Algorithm for Stochastic Linear Quadratic Regulator. J. Optim. Theory Appl. 207(2): 20 (2025)

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