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math.OC2026
Policy Gradient Learning for Distributionally Robust Markov Decision Processes under Wasserstein Ambiguity
Yadh Hafsi, Samy Mekkaoui, Huyên Pham +1
We study finite-horizon Markov decision processes under distributional uncertainty in the transition kernels and develop a policy-gradient framework for Wasserstein distributionall…
math.OC2026
Learning Generative Dynamics with Soft Law Constraints: A McKean-Vlasov FBSDE Approach
Samer El Boustany, Samy Mekkaoui, Yadh Hafsi +2
We propose a generative framework for learning stochastic dynamics from endpoint and intermediate distributional observations. The method formulates generation as a McKean-Vlasov c…