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A Value Iteration Algorithm for Stochastic Linear Quadratic Regulator

Published Online: 2025-07-18

Published Print: 2025-11

Authors

Wang, Hongxia https://orcid.org/0009-0001-2286-6839
Liu, Yihang

Liu, Xiangqian
Funding

Funding for this research was provided by:

the Original Exploratory Program Project of National Natural Science Foundation of China (62450004)

Joint Funds of the National Natural Science Foundation of China (U23A20325)

Natural Science Foundation of Shandong Province (ZR2024MF045)
License Information

Text and Data Mining valid from 2025-07-18

Version of Record valid from 2025-07-18
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Article History

Received: 9 September 2024

Accepted: 4 July 2025

First Online: 18 July 2025

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