Leilei Cui

Massachusetts Institute of Technology (MIT) - Department of Chemical Engineering

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A Fully Data-Driven Value Iteration for Stochastic LQR: Convergence, Robustness and Stability

Number of pages: 40 Posted: 07 May 2025 Last Revised: 05 May 2026

Leilei Cui, Zhong-Ping Jiang, Petter N. Kolm and Gregoire Macqueron

Massachusetts Institute of Technology (MIT) - Department of Chemical Engineering, New York University (NYU) - Tandon School of Engineering, New York University (NYU) - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences

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