Author

Yang Zhu

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Preprint Sep 2026

Data-Driven Policy Iteration Without an Initial Stabilizing Policy: A Finite-Horizon Bootstrap Method

This article investigates data-driven policy iteration (PI) for continuous-time linear systems without requiring an initially stabilizing policy. Standard infinite-horizon PI is not self-starting because its policy-evaluation step is well posed only when the feedback gain is stabilizing. However, verifying this propert...

Jia-Cheng Wu, Yang Zhu · 0 citations

Preprint Sep 2026

Critic-Free Policy Iteration for Continuous-Time Zero-Sum Games: A Policy-Space Riccati Approach

This paper develops a critic-free policy iteration (PI) method for continuous-time linear zero-sum games. The central idea is to characterize the saddle-point policies directly in the joint policy space, rather than treating the quadratic value matrix as an iterative variable. A policy game Riccati equation (PGRE) is i...

Jia-Cheng Wu, Yang Zhu, Hong-Ye Su · 0 citations