42 citations · 97 across the 17 of their papers we have counts for
4 papers · 1 filter
Mirror Descent for Stochastic Control Problems with Measure-valued Controls
Bekzhan Kerimkulov, David Šiška, Łukasz Szpruch +1
This paper studies the convergence of the mirror descent algorithm for finite horizon stochastic control problems with measure-valued control processes. The control objective invol…
A Fisher-Rao gradient flow for entropy-regularised Markov decision processes in Polish spaces
Bekzhan Kerimkulov, James-Michael Leahy, David Siska +2
We study the global convergence of a Fisher-Rao policy gradient flow for infinite-horizon entropy-regularised Markov decision processes with Polish state and action space. The flow…
Convergence of Policy Gradient for Entropy Regularized MDPs with Neural Network Approximation in the Mean-Field Regime
Bekzhan Kerimkulov, James-Michael Leahy, David Šiška +1
We study the global convergence of policy gradient for infinite-horizon, continuous state and action space, and entropy-regularized Markov decision processes (MDPs). We consider a…
Gradient Flows for Regularized Stochastic Control Problems
David Šiška, Łukasz Szpruch
This paper studies stochastic control problems with the action space taken to be probability measures, with the objective penalised by the relative entropy. We identify suitable me…