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Preprint Aug 2026

Stabilizer Design for Policy Iteration in Stochastic Linear Quadratic Control: A Spectrum-Assignment Approach

A novel spectrum assignment method is proposed to obtain an initial stabilizer for PI in continuous-time indefinite stochastic linear quadratic control with the help of the Lyapunov-type operator's spectrum, which is gradually approximated from the stable auxiliary system by adjusting a cumulative factor, thereby obtai...

Xinyu Cao, Bing-Chang Wang, Ying Cao · 0 citations

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