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Xiushan Jiang

affiliation not provided to SSRN

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Model-Free $H_{2}/H_{\Infty}$  Control of Discrete-Time Stochastic Systems: A Reinforcement Learning Method

Number of pages: 33 Posted: 29 May 2024
Xiushan Jiang, Li Wang, Dongya Zhao and Ling Shi
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and Hong Kong University of Science & Technology (HKUST)
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Abstract:

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Reinforcement learning, Stochastic systems, $ H_{2}/H_{\infty} $ control, Model-free Algorithm, Generalized algebraic Riccati equation