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cs.LG2021★ 17 cited
Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms
Yanwei Jia, Xun Yu Zhou
We study policy gradient (PG) for reinforcement learning in continuous time and space under the regularized exploratory formulation developed by Wang et al. (2020). We represent th…
cs.LG2021
Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach
Yanwei Jia, Xun Yu Zhou
We propose a unified framework to study policy evaluation (PE) and the associated temporal difference (TD) methods for reinforcement learning in continuous time and space. We show…