20 citations
- Électricité de France (France)FR24 papers
- Laboratoire de Mathématiques d'OrsayFR4 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR4 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR4 papers
- Université de LilleFR4 papers
- Institut national de recherche en sciences et technologies du numériqueFR3 papers
- Université Paris-SaclayFR3 papers
- CEA Paris-Saclay - Etablissement de SaclayFR2 papers
- CELESTE: statistique mathématique et apprentissageFR2 papers
- Centre de Recherche en Économie et StatistiqueFR2 papers
- Centre de Recherche en InformatiqueFR2 papers
- Centre de Recherche en Informatique, Signal et Automatique de LilleFR2 papers
4 papers · 1 filter
Online Markov Decision Processes with Terminal Law Constraints
Bianca Marin Moreno, Margaux Brégère, Pierre Gaillard +1
Traditional reinforcement learning usually assumes either episodic interactions with resets or continuous operation to minimize average or cumulative loss. While episodic settings…
Efficient Model-Based Concave Utility Reinforcement Learning through Greedy Mirror Descent
Bianca Marin Moreno, Margaux Brégère, Pierre Gaillard +1
Many machine learning tasks can be solved by minimizing a convex function of an occupancy measure over the policies that generate them. These include reinforcement learning, imitat…
An entropy penalized approach for stochastic control problems. Complete version
Thibaut Bourdais, Nadia Oudjane, Francesco Russo
In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space…
DeepSets and their derivative networks for solving symmetric PDEs
Maximilien Germain, Mathieu Laurière, Huyên Pham +1
Machine learning methods for solving nonlinear partial differential equations (PDEs) are hot topical issues, and different algorithms proposed in the literature show efficient nume…