2 papers
cs.LG2026
Entropy-Regularized Reinforcement Learning for Linear-Quadratic Stackelberg Differential Games in Regime-Switching Diffusion Models
Congde Hu, Danping Li, Lin Xu +1
Stackelberg differential games (SDGs) provide a powerful framework for hierarchical decision-making in stochastic and continuous-time environments, yet their solution remains compu…
cs.LG2026
Entropy Regularized Reinforcement Learning for Zero-Sum Stochastic Differential Games in a Regime-Switching Jump-Diffusion Process
Congde Hu, Zhuo Jin, Danping Li +1
To address parameter misspecification and sudden structural environmental changes in conventional stochastic differential game (SDG) frameworks, this paper introduces a distributio…