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

27 June 2020

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

25 / 25 papers shown

Title
Sample and Computationally Efficient Continuous-Time Reinforcement Learning with General Function Approximation Runze Zhao Yue Yu Adams Yiyue Zhu Chen Yang Dongruo Zhou 48 0 0 20 May 2025
Accuracy of Discretely Sampled Stochastic Policies in Continuous-time Reinforcement Learning Yanwei Jia Du Ouyang Yufei Zhang 94 4 0 13 Mar 2025
Learning to steer with Brownian noise Stefan Ankirchner Sören Christensen Jan Kallsen Philip Le Borne Stefan Perko 67 0 0 04 Oct 2024
Learning Unstable Continuous-Time Stochastic Linear Control Systems Reza Sadeghi Hafshejani Mohamad Kazem Shirani Fradonbeh 60 0 0 17 Sep 2024
Exploratory Optimal Stopping: A Singular Control Formulation Jodi Dianetti Giorgio Ferrari Renyuan Xu 67 4 0 18 Aug 2024
$ε$ -Policy Gradient for Online Pricing Lukasz Szpruch Tanut Treetanthiploet Yufei Zhang OffRL 87 1 0 06 May 2024
Fast Policy Learning for Linear Quadratic Control with Entropy Regularization Xin Guo Xinyu Li Renyuan Xu 101 3 0 23 Nov 2023
Data-driven rules for multidimensional reflection problems Soren Christensen Asbjorn Holk Thomsen Lukas Trottner 71 4 0 11 Nov 2023
Efficient Exploration in Continuous-time Model-based Reinforcement Learning Lenart Treven Jonas Hübotter Bhavya Sukhija Florian Dorfler Andreas Krause 79 6 0 30 Oct 2023
Policy Optimization for Continuous Reinforcement Learning Hanyang Zhao Wenpin Tang D. Yao OffRL 86 18 0 30 May 2023
Statistical Learning with Sublinear Regret of Propagator Models Eyal Neuman Yufei Zhang 104 7 0 12 Jan 2023
Managing Temporal Resolution in Continuous Value Estimation: A Fundamental Trade-off Zichen Zhang Johannes Kirschner Junxi Zhang Francesco Zanini Alex Ayoub Masood Dehghan Dale Schuurmans OffRL 82 3 0 17 Dec 2022
Square-root regret bounds for continuous-time episodic Markov decision processes Xuefeng Gao X. Zhou 124 6 0 03 Oct 2022
Optimal scheduling of entropy regulariser for continuous-time linear-quadratic reinforcement learning Lukasz Szpruch Tanut Treetanthiploet Yufei Zhang 94 8 0 08 Aug 2022
Analysis of Thompson Sampling for Controlling Unknown Linear Diffusion Processes Mohamad Kazem Shirani Faradonbeh Sadegh Shirani Mohsen Bayati 75 8 0 20 Jun 2022
Regret Analysis of Certainty Equivalence Policies in Continuous-Time Linear-Quadratic Systems Mohamad Kazem Shirani Faradonbeh 56 0 0 09 Jun 2022
Logarithmic regret bounds for continuous-time average-reward Markov decision processes Xuefeng Gao X. Zhou 116 8 0 23 May 2022
Bayesian Algorithms Learn to Stabilize Unknown Continuous-Time Systems Mohamad Kazem Shirani Faradonbeh Mohamad Sadegh Shirani Faradonbeh 38 5 0 30 Dec 2021
Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models Lukasz Szpruch Tanut Treetanthiploet Yufei Zhang 70 25 0 19 Dec 2021
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 126 180 0 08 Dec 2021
Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms Yanwei Jia X. Zhou OffRL 121 85 0 22 Nov 2021
Reinforcement Learning Policies in Continuous-Time Linear Systems Mohamad Kazem Shirani Faradonbeh Mohamad Sadegh Shirani Faradonbeh 45 0 0 16 Sep 2021
Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games B. Hambly Renyuan Xu Huining Yang 91 29 0 27 Jul 2021
Reinforcement Learning for Adaptive Optimal Stationary Control of Linear Stochastic Systems Bo Pang Zhong-Ping Jiang 75 30 0 16 Jul 2021
Reinforcement learning for linear-convex models with jumps via stability analysis of feedback controls Xin Guo Anran Hu Yufei Zhang 77 24 0 19 Apr 2021