Establishes convergence and stability of fully data-driven value iteration for stochastic LQR with unknown dynamics and introduces a robust ADP algorithm requiring no initial admissible policy.
Converge nce and robustness of value and policy iteration for the linear quadratic regul ator
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A Fully Data-Driven Value Iteration for Stochastic LQR: Convergence, Robustness and Stability
Establishes convergence and stability of fully data-driven value iteration for stochastic LQR with unknown dynamics and introduces a robust ADP algorithm requiring no initial admissible policy.