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math.OC2026
A Stochastic Optimization Approach to Control-Affine Optimal Control Problems
Eloïse Berthier, Ziad Kobeissi, Francis Bach
We consider control-affine optimal control problems on the torus, where the dynamics and cost functions are only accessed through samples. Starting from a weak formulation of such…
math.OC2022
A Non-asymptotic Analysis of Non-parametric Temporal-Difference Learning
Eloïse Berthier, Ziad Kobeissi, Francis Bach
Temporal-difference learning is a popular algorithm for policy evaluation. In this paper, we study the convergence of the regularized non-parametric TD(0) algorithm, in both the in…
math.OC2018
On the implementation of a primal-dual algorithm for second order time-dependent mean field games with local couplings
Luis Briceño-Arias, Dante Kalise, Ziad Kobeissi +3
We study a numerical approximation of a time-dependent Mean Field Game (MFG) system with local couplings. The discretization we consider stems from a variational approach described…