5 citations · 10 across the 10 of their papers we have counts for
Showing 2021Show all
3 papers · 1 filter
math.AP2021
Nonlocality, Nonlinearity, and Time Inconsistency in Stochastic Differential Games
Qian Lei, Chi Seng Pun
This paper proves the existence and uniqueness results (in the sense of maximally defined regularity) as well as the stability analysis for the solutions to a class of nonlocal ful…
cs.LG2021
A Subgame Perfect Equilibrium Reinforcement Learning Approach to Time-inconsistent Problems
Nixie S. Lesmana, Chi Seng Pun
In this paper, we establish a subgame perfect equilibrium reinforcement learning (SPERL) framework for time-inconsistent (TIC) problems. In the context of RL, TIC problems are know…
math.AP2021★ 4 cited
Nonlocal Fully Nonlinear Parabolic Differential Equations Arising in Time-Inconsistent Problems
Qian Lei, Chi Seng Pun
We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PD…