4 papers · 1 filter
Mean-Field PhiBE: Continuous-Time Mean-Field Reinforcement Learning from Discrete-Time Data
Erhan Bayraktar, Martin Hernandez, Qinxin Yan +1
This paper develops a model-free framework for continuous-time mean-field control when the population evolves according to unknown controlled McKean--Vlasov dynamics and only discr…
Policy Gradient for Continuous-Time Mean-Field Control
Erhan Bayraktar, Martin Hernandez, Qinxin Yan +1
This paper develops a policy gradient method for entropy-regularized mean-field control in the discounted infinite-horizon setting. We consider randomized feedback policies and a c…
Mini-batch descent in semiflows
Alberto Domínguez Corella, Martín Hernández
This paper investigates the application of mini-batch gradient descent to semiflows (gradient flows). Given a loss function (potential), we introduce a continuous version of mini-b…
Averaged observations and turnpike phenomenon for parameter-dependent systems
Martín Hernández, Martin Lazar, Sebastián Zamorano
Our main contribution in this article is the achievement of the turnpike property in its integral and exponential forms for parameter-dependent systems with averaged observations i…