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Comparisons of continuous-time and discrete-time Q-learning schemes for adaptive linear quadratic control

In this paper, we compare two online model-free Q-learning schemes for adaptive linear quadratic (LQ) control of discrete-time (DT) and continuous-time (CT) dynamical systems. Both Q-learning schemes come from the optimality principles, but the DT and CT Q-learning is designed with different Q-functions. This difference may results in the different exploration properties and convergence speeds. Numerical simulations with an ideal DC motor are carried out to further investigate and compare the Q-learning methods.