Value Iteration Algorithm for Discrete‐Time Mean‐Field Stochastic H∞ Control Problems and Its Model‐Free Design
This paper investigates the infinite‐horizon control for discrete‐time mean‐field linear stochastic systems (DTMFLSSs) with ‐dependent noises, where the system dynamics are unknown. Although the state feedback gains for the closed‐loop control strategy of DTMFLSSs with ‐dependent noises can be obtained by solving two...