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Preprint Jul 2026

Model-Free Q-Learning for Infinite-Horizon Stochastic Linear Quadratic Problems with Regime Switching

On-policy and off-policy Q-learning algorithms that learn the optimal controller solely from online state trajectory data are developed, specifically developing on-policy and off-policy Q-learning algorithms that learn the optimal controller solely from online state trajectory data.

Xinyu Zhang, Na Li, Xun Li et al. · 0 citations

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