14 citations · 14 across the 5 of their papers we have counts for
7 papers
Global linear convergence of entropy-regularized softmax policy gradient beyond tabular MDPs
Ziyue Chen, David Šiška, Lukasz Szpruch
We study the global convergence of policy gradient for infinite-horizon entropy-regularized Markov decision processes (MDPs) with continuous state and action spaces. We consider lo…
Mirror descent actor-critic methods for entropy regularised MDPs in general spaces: stability and convergence
Denis Zorba, David Šiška, Lukasz Szpruch
We provide theoretical guarantees for convergence of discrete-time policy mirror descent with inexact advantage functions updated using temporal difference (TD) learning for entrop…
Convergence of an actor-critic gradient flow for entropy regularised MDPs in general spaces
Denis Zorba, David Šiška, Lukasz Szpruch
We prove the stability and global convergence of a coupled actor-critic gradient flow for infinite-horizon and entropy-regularised Markov decision processes (MDPs) in continuous st…
Decaying derivative estimates for functions of solutions to non-autonomous SDEs
Maria Lefter, David Šiška, Łukasz Szpruch
We produce uniform and decaying bounds in time for derivatives of the solution to the backwards Kolmogorov equation associated to a stochastic processes governed by a time dependen…
Mean-Field Neural ODEs via Relaxed Optimal Control
Jean-François Jabir, David Šiška, Łukasz Szpruch
We develop a framework for the analysis of deep neural networks and neural ODE models that are trained with stochastic gradient algorithms. We do that by identifying the connection…
Weak Existence and Uniqueness for McKean-Vlasov SDEs with Common Noise
William R. P. Hammersley, David Šiška, Łukasz Szpruch
This paper concerns the McKean-Vlasov stochastic differential equation (SDE) with common noise. An appropriate definition of a weak solution to such an equation is developed. The i…
McKean-Vlasov SDEs under Measure Dependent Lyapunov Conditions
William Hammersley, David Šiška, Lukasz Szpruch
We prove the existence of weak solutions to McKean-Vlasov SDEs defined on a domain with continuous and unbounded coefficients that satisfy Lyapunov type…