4 papers · 1 filter
PhiBE-Q-Learning: Bridging Off-Policy Reinforcement Learning and Continuous-Time Control
Yuhua Zhu, Yutong Ren
In this paper, we develop an off-policy method for continuous-time reinforcement learning (CTRL), where the system dynamics are governed by an unknown stochastic differential equat…
Discretization error from regularized Reinforcement Learning to continuous-time stochastic control
Huyên Pham, Yuming Paul Zhang, Yuhua Zhu
This paper establishes a rigorous connection between regularized discrete-time reinforcement learning (RL) and continuous-time stochastic optimal control. Specifically, classical R…
Optimal-PhiBE: A PDE-based Model-free framework for Continuous-time Reinforcement Learning
Yuhua Zhu, Yuming Zhang, Haoyu Zhang
This paper addresses continuous-time reinforcement learning (CTRL) where the system dynamics are governed by an unknown stochastic differential equation, and only discrete-time obs…
PhiBE: A PDE-based Bellman Equation for Continuous Time Policy Evaluation
Yuhua Zhu
In this paper, we study policy evaluation in continuous-time reinforcement learning (RL), where the state follows an unknown stochastic differential equation (SDE), but only discre…