most citedControl randomisation approach for policy gradient and application to reinforcement learning in optimal switching

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math.OC2024

A randomisation method for mean-field control problems with common noise

Robert Denkert, Idris Kharroubi, Huyên Pham

We study mean-field control (MFC) problems with common noise using the control randomisation framework, where we substitute the control process with an independent Poisson point pr…