2 papers
math.NA2026
A Robust Model-Based Approach for Continuous-Time Policy Evaluation with Unknown Lévy Process Dynamics
Qihao Ye, Xiaochuan Tian, Yuhua Zhu
This paper develops a model-based framework for continuous-time policy evaluation (CTPE) in reinforcement learning, incorporating both Brownian and Lévy noise to model stochastic…
math.NA2026
A Fast and Accurate Solver for the Fractional Fokker-Planck Equation with Dirac-Delta Initial Conditions
Qihao Ye, Xiaochuan Tian, Dong Wang
The classical Fokker-Planck equation (FPE) is a key tool in physics for describing systems influenced by drag forces and Gaussian noise, with applications spanning multiple fields.…