Communities
Connect sessions
AI calendar
Organizations
Join Slack
Contact Sales
Search
Open menu
Home
Papers
2006.15316
Cited By
v1
v2
v3
v4 (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
Re-assign community
ArXiv (abs)
PDF
HTML
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
Yilie Huang
136
1
0
27 Sep 2025
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
Conference 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
Yanwei Jia
Du Ouyang
Yufei Zhang
433
9
0
13 Mar 2025
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
American Control Conference (ACC), 2024
Reza Sadeghi Hafshejani
Mohamad Kazem Shirani Fradonbeh
274
0
0
17 Sep 2024
Exploratory Optimal Stopping: A Singular Control Formulation
Jodi Dianetti
Giorgio Ferrari
Renyuan Xu
328
15
0
18 Aug 2024
ε
ε
ε
-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
Xin Guo
Xinyu Li
Renyuan Xu
499
9
0
23 Nov 2023
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
Neural 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
Neural 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
Social 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
Neural 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
Mathematics 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
Lukasz Szpruch
Tanut Treetanthiploet
Yufei Zhang
416
9
0
08 Aug 2022
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
International 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
SIAM 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
IFAC-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
Lukasz Szpruch
Tanut Treetanthiploet
Yufei Zhang
237
31
0
19 Dec 2021
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
Journal 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
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
Journal 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
IEEE 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
SIAM Journal of Control and Optimization (SICON), 2021
Xin Guo
Anran Hu
Yufei Zhang
279
30
0
19 Apr 2021
1
Page 1 of 1