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20182026
most citedQ-Learning for Stochastic Control under General Information Structures and Non-Markovian Environments

6 citations · 15 across the 20 of their papers we have counts for

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Showing 2022Show all

2 papers · 1 filter

math.OC2022

Finite Approximations for Mean Field Type Multi-Agent Control and Their Near Optimality

Erhan Bayraktar, Nicole Bauerle, Ali Devran Kara

We study a multi-agent mean field type control problem in discrete time where the agents aim to find a socially optimal strategy and where the state and action spaces for the agent…

math.OC2022

Approximate Q-Learning for Controlled Diffusion Processes and its Near Optimality

Erhan Bayraktar, Ali Devran Kara

We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action…