Reinforcement learning for linear-convex models with jumps via stability analysis of feedback controls

19 April 2021

Papers citing "Reinforcement learning for linear-convex models with jumps via stability analysis of feedback controls"

16 / 16 papers shown

Title
Accuracy of Discretely Sampled Stochastic Policies in Continuous-time Reinforcement Learning Yanwei Jia Du Ouyang Yufei Zhang 45 3 0 13 Mar 2025
Reinforcement Learning for Jump-Diffusions, with Financial Applications Xuefeng Gao Lingfei Li X. Zhou 41 1 0 08 Jan 2025
Robust Reinforcement Learning under Diffusion Models for Data with Jumps Chenyang Jiang Donggyu Kim Alejandra Quintos Yazhen Wang 74 0 0 18 Nov 2024
Learning to steer with Brownian noise Stefan Ankirchner Sören Christensen Jan Kallsen Philip Le Borne Stefan Perko 24 0 0 04 Oct 2024
Exploratory Optimal Stopping: A Singular Control Formulation Jodi Dianetti Giorgio Ferrari Renyuan Xu 26 3 0 18 Aug 2024
$ε$ -Policy Gradient for Online Pricing Lukasz Szpruch Tanut Treetanthiploet Yufei Zhang OffRL 52 1 0 06 May 2024
Data-driven rules for multidimensional reflection problems Soren Christensen Asbjorn Holk Thomsen Lukas Trottner 27 3 0 11 Nov 2023
Continuous-time q-learning for mean-field control problems Xiaoli Wei Xian Yu 29 8 0 28 Jun 2023
Policy Optimization for Continuous Reinforcement Learning Hanyang Zhao Wenpin Tang D. Yao OffRL 26 17 0 30 May 2023
Statistical Learning with Sublinear Regret of Propagator Models Eyal Neuman Yufei Zhang 38 7 0 12 Jan 2023
Square-root regret bounds for continuous-time episodic Markov decision processes Xuefeng Gao X. Zhou 43 6 0 03 Oct 2022
Optimal scheduling of entropy regulariser for continuous-time linear-quadratic reinforcement learning Lukasz Szpruch Tanut Treetanthiploet Yufei Zhang 14 8 0 08 Aug 2022
Logarithmic regret bounds for continuous-time average-reward Markov decision processes Xuefeng Gao X. Zhou 29 8 0 23 May 2022
Linear convergence of a policy gradient method for some finite horizon continuous time control problems C. Reisinger Wolfgang Stockinger Yufei Zhang 16 5 0 22 Mar 2022
Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models Lukasz Szpruch Tanut Treetanthiploet Yufei Zhang 8 24 0 19 Dec 2021
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 27 165 0 08 Dec 2021