A Homotopy Method for Continuous-Time Model-Free LQR Control Based on Policy Iteration

• Published in: IEEE/CAA journal of automatica sinica Vol. 12; no. 8; pp. 1673 - 1682
• Main Authors: Fan, Wenwu, Xiong, Junlin
• Format: Journal Article
• Language: English
• Published: Chinese Association of Automation (CAA) 01.08.2025
• Subjects: Approximation algorithms; Computational complexity; Convergence; Homotopy path; initial stabilizing control policy; linear quadratic control; Linear systems; Mathematical models; Optimal control; policy iteration; Regulators; Reinforcement learning; State feedback; Symmetric matrices

In recent years, reinforcement learning control theory has been well developed. However, model-free value iteration needs many iterations to achieve the desired precision, and model-free policy iteration requires an initial stabilizing control policy. It is significant to propose a fast model-free a...