6 papers · 1 filter
Continuous-time q-learning for mean-field control with common noise, part-II: q-learning algorithms
Zhenjie Ren, Xiaoli Wei, Xiang Yu +1
This paper is a continuation work of Ren et al. (2026) aiming to further devise q-learning algorithms for mean-field control (MFC) with controlled common noise. Based on the relaxe…
Continuous-time q-learning for mean-field control with common noise, part-I: Theoretical foundations
Zhenjie Ren, Xiaoli Wei, Xiang Yu +1
This paper investigates the continuous-time counterpart of the Q-function for entropy-regularized mean-field control (MFC) with controlled common noise, coined as q-function by Jia…
Equilibrium under Time-Inconsistency: A New Existence Theory by Vanishing Entropy Regularization
Zhenhua Wang, Xiang Yu, Jingjie Zhang +1
This paper develops a framework for establishing the existence of solutions to the equilibrium Hamilton-Jacobi-Bellman (EHJB) equation arising in time-inconsistent stochastic contr…
Policy Iteration Achieves Regularized Equilibrium under Time Inconsistency
Yu-Jui Huang, Xiang Yu, Keyu Zhang
For a general entropy-regularized time-inconsistent stochastic control problem, we propose a policy iteration algorithm (PIA) and establish its convergence to an equilibrium policy…
Unified continuous-time q-learning for mean-field game and mean-field control problems
Xiaoli Wei, Xiang Yu, Fengyi Yuan
This paper studies the continuous-time q-learning in mean-field jump-diffusion models in a setting where the environment simulator does not provide direct access to the population…
Time-inconsistent mean-field stopping problems: A regularized equilibrium approach
Xiang Yu, Fengyi Yuan
This paper studies the mean-field Markov decision process (MDP) with the centralized stopping under the non-exponential discount. The problem differs fundamentally from most existi…