From the 1 of 4 linked papers with an AI index.
4 papers
Actor-Critic Learning for Extended Mean Field Control with Deterministic Policies
Ziheng Cheng, Xin Guo, Huyên Pham +1
The paper proposes a model‑free reinforcement learning framework for continuous‑time extended mean field control using deterministic feedback policies, deriving deterministic polic…
Policy Gradient Learning for Distributionally Robust Markov Decision Processes under Wasserstein Ambiguity
Yadh Hafsi, Samy Mekkaoui, Huyên Pham +1
We study finite-horizon Markov decision processes under distributional uncertainty in the transition kernels and develop a policy-gradient framework for Wasserstein distributionall…
Discretization error from regularized Reinforcement Learning to continuous-time stochastic control
Huyên Pham, Yuming Paul Zhang, Yuhua Zhu
This paper establishes a rigorous connection between regularized discrete-time reinforcement learning (RL) and continuous-time stochastic optimal control. Specifically, classical R…
Model-free policy gradient for discrete-time mean-field control
Matthieu Meunier, Huyên Pham, Christoph Reisinger
We study model-free policy learning for discrete-time mean-field control (MFC) problems with finite state space and compact action space. In contrast to the extensive literature on…