activity
20222026
most citedLearning a local trading strategy: deep reinforcement learning for grid-scale renewable energy integration

1 citations · 2 across the 6 of their papers we have counts for

collaborators
Showing 2022Show all

2 papers · 1 filter

math.OC2022★ 1 cited

A model-free first-order method for linear quadratic regulator with sampling complexity

Caleb Ju, Georgios Kotsalis, Guanghui Lan

We consider the classic stochastic linear quadratic regulator (LQR) problem under an infinite horizon average stage cost. By leveraging recent policy gradient methods from reinforc…

cs.LG2022

Policy Optimization over General State and Action Spaces

Caleb Ju, Guanghui Lan

Reinforcement learning (RL) problems over general state and action spaces are notoriously challenging. In contrast to the tableau setting, one can not enumerate all the states and…