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most citedPolicy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms

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cs.LG2025

Data-Driven Exploration for a Class of Continuous-Time Indefinite Linear--Quadratic Reinforcement Learning Problems

Yilie Huang, Xun Yu Zhou

We study reinforcement learning (RL) for the same class of continuous-time stochastic linear--quadratic (LQ) control problems as in \cite{huang2024sublinear}, where volatilities de…