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math.OC2026
Mathematical methods of reinforcement learning
Denis Belomestny, Alexander Gasnikov, Egor Gladin +5
Reinforcement learning (RL) is increasingly grounded in tools from probability, optimization, and operator theory. This survey organizes the mathematical structures that underpin t…
math.OC2026
Improved Stochastic Optimization of LogSumExp
Egor Gladin, Alexey Kroshnin, Jia-Jie Zhu +1
The LogSumExp function, dual to the Kullback-Leibler (KL) divergence, plays a central role in many important optimization problems, including entropy-regularized optimal transport…