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Logarithmic regret for episodic continuous-time linear-quadratic
  reinforcement learning over a finite-time horizon
v1v2v3v4 (latest)

Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon

27 June 2020
Matteo Basei
Xin Guo
Anran Hu
Yufei Zhang
ArXiv (abs)PDFHTML

Papers citing "Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon"

27 / 27 papers shown
Continuous-Time Reinforcement Learning for Asset-Liability Management
Continuous-Time Reinforcement Learning for Asset-Liability Management
Yilie Huang
136
1
0
27 Sep 2025
Instance-Dependent Continuous-Time Reinforcement Learning via Maximum Likelihood Estimation
Instance-Dependent Continuous-Time Reinforcement Learning via Maximum Likelihood Estimation
Runze Zhao
Yue Yu
Ruhan Wang
Chunfeng Huang
Dongruo Zhou
268
1
0
04 Aug 2025
Sample and Computationally Efficient Continuous-Time Reinforcement Learning with General Function Approximation
Sample and Computationally Efficient Continuous-Time Reinforcement Learning with General Function ApproximationConference on Uncertainty in Artificial Intelligence (UAI), 2025
Runze Zhao
Yue Yu
Adams Yiyue Zhu
Chen Yang
Dongruo Zhou
293
1
0
20 May 2025
Accuracy of Discretely Sampled Stochastic Policies in Continuous-time Reinforcement Learning
Accuracy of Discretely Sampled Stochastic Policies in Continuous-time Reinforcement Learning
Yanwei Jia
Du Ouyang
Yufei Zhang
433
9
0
13 Mar 2025
Learning to steer with Brownian noise
Learning to steer with Brownian noise
Stefan Ankirchner
Sören Christensen
Jan Kallsen
Philip Le Borne
Stefan Perko
231
1
0
04 Oct 2024
On the Effect of Instability on Learning Continuous-Time Linear Control Systems
On the Effect of Instability on Learning Continuous-Time Linear Control SystemsAmerican Control Conference (ACC), 2024
Reza Sadeghi Hafshejani
Mohamad Kazem Shirani Fradonbeh
274
0
0
17 Sep 2024
Exploratory Optimal Stopping: A Singular Control Formulation
Exploratory Optimal Stopping: A Singular Control Formulation
Jodi Dianetti
Giorgio Ferrari
Renyuan Xu
328
15
0
18 Aug 2024
$ε$-Policy Gradient for Online Pricing
εεε-Policy Gradient for Online Pricing
Lukasz Szpruch
Tanut Treetanthiploet
Yufei Zhang
OffRL
282
1
0
06 May 2024
Fast Policy Learning for Linear Quadratic Control with Entropy Regularization
Fast Policy Learning for Linear Quadratic Control with Entropy Regularization
Xin Guo
Xinyu Li
Renyuan Xu
499
9
0
23 Nov 2023
Data-driven rules for multidimensional reflection problems
Data-driven rules for multidimensional reflection problems
Soren Christensen
Asbjorn Holk Thomsen
Lukas Trottner
237
8
0
11 Nov 2023
Efficient Exploration in Continuous-time Model-based Reinforcement
  Learning
Efficient Exploration in Continuous-time Model-based Reinforcement LearningNeural Information Processing Systems (NeurIPS), 2023
Lenart Treven
Jonas Hübotter
Bhavya Sukhija
Florian Dorfler
Andreas Krause
301
20
0
30 Oct 2023
Policy Optimization for Continuous Reinforcement Learning
Policy Optimization for Continuous Reinforcement LearningNeural Information Processing Systems (NeurIPS), 2023
Hanyang Zhao
Wenpin Tang
D. Yao
OffRL
472
34
0
30 May 2023
Statistical Learning with Sublinear Regret of Propagator Models
Statistical Learning with Sublinear Regret of Propagator ModelsSocial Science Research Network (SSRN), 2023
Eyal Neuman
Yufei Zhang
406
9
0
12 Jan 2023
Managing Temporal Resolution in Continuous Value Estimation: A
  Fundamental Trade-off
Managing Temporal Resolution in Continuous Value Estimation: A Fundamental Trade-offNeural Information Processing Systems (NeurIPS), 2022
Zichen Zhang
Johannes Kirschner
Junxi Zhang
Francesco Zanini
Alex Ayoub
Masood Dehghan
Dale Schuurmans
OffRL
377
3
0
17 Dec 2022
Square-root regret bounds for continuous-time episodic Markov decision
  processes
Square-root regret bounds for continuous-time episodic Markov decision processesMathematics of Operations Research (MOR), 2022
Ningyuan Chen
X. Zhou
431
7
0
03 Oct 2022
Optimal scheduling of entropy regulariser for continuous-time
  linear-quadratic reinforcement learning
Optimal scheduling of entropy regulariser for continuous-time linear-quadratic reinforcement learning
Lukasz Szpruch
Tanut Treetanthiploet
Yufei Zhang
416
9
0
08 Aug 2022
Analysis of Thompson Sampling for Controlling Unknown Linear Diffusion Processes
Analysis of Thompson Sampling for Controlling Unknown Linear Diffusion Processes
Mohamad Kazem Shirani Faradonbeh
Sadegh Shirani
Mohsen Bayati
230
9
0
20 Jun 2022
Regret Analysis of Certainty Equivalence Policies in Continuous-Time
  Linear-Quadratic Systems
Regret Analysis of Certainty Equivalence Policies in Continuous-Time Linear-Quadratic SystemsInternational Conference on System Theory, Control and Computing (ICSTCC), 2022
Mohamad Kazem Shirani Faradonbeh
162
1
0
09 Jun 2022
Logarithmic regret bounds for continuous-time average-reward Markov
  decision processes
Logarithmic regret bounds for continuous-time average-reward Markov decision processesSIAM Journal of Control and Optimization (SICON), 2022
Ningyuan Chen
X. Zhou
369
9
0
23 May 2022
Bayesian Algorithms Learn to Stabilize Unknown Continuous-Time Systems
Bayesian Algorithms Learn to Stabilize Unknown Continuous-Time SystemsIFAC-PapersOnLine (IFAC-PapersOnLine), 2021
Mohamad Kazem Shirani Faradonbeh
Mohamad Sadegh Shirani Faradonbeh
139
7
0
30 Dec 2021
Exploration-exploitation trade-off for continuous-time episodic
  reinforcement learning with linear-convex models
Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models
Lukasz Szpruch
Tanut Treetanthiploet
Yufei Zhang
237
31
0
19 Dec 2021
Recent Advances in Reinforcement Learning in Finance
Recent Advances in Reinforcement Learning in Finance
B. Hambly
Renyuan Xu
Huining Yang
OffRL
630
269
0
08 Dec 2021
Policy Gradient and Actor-Critic Learning in Continuous Time and Space:
  Theory and Algorithms
Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and AlgorithmsJournal of machine learning research (JMLR), 2021
Yanwei Jia
X. Zhou
OffRL
524
134
0
22 Nov 2021
Reinforcement Learning Policies in Continuous-Time Linear Systems
Reinforcement Learning Policies in Continuous-Time Linear Systems
Mohamad Kazem Shirani Faradonbeh
Mohamad Sadegh Shirani Faradonbeh
221
0
0
16 Sep 2021
Policy Gradient Methods Find the Nash Equilibrium in N-player
  General-sum Linear-quadratic Games
Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic GamesJournal of machine learning research (JMLR), 2021
B. Hambly
Renyuan Xu
Huining Yang
347
40
0
27 Jul 2021
Reinforcement Learning for Adaptive Optimal Stationary Control of Linear
  Stochastic Systems
Reinforcement Learning for Adaptive Optimal Stationary Control of Linear Stochastic SystemsIEEE Transactions on Automatic Control (IEEE TAC), 2021
Bo Pang
Zhong-Ping Jiang
245
45
0
16 Jul 2021
Reinforcement learning for linear-convex models with jumps via stability
  analysis of feedback controls
Reinforcement learning for linear-convex models with jumps via stability analysis of feedback controlsSIAM Journal of Control and Optimization (SICON), 2021
Xin Guo
Anran Hu
Yufei Zhang
279
30
0
19 Apr 2021
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