Jiacheng Wu

Data-Driven Critic-Free Policy Iteration for Continuous-Time Linear Quadratic Regulation

Jiacheng Wu, Yang Zhu, Hongye Su

For continuous-time linear quadratic regulation with unknown system matrices, data-driven off-policy policy iteration typically estimates the value matrix and the improved feedback gain through a joint critic--actor regression. We show that the critic is not needed in the policy-…Read more