1 citations · 1 across the 5 of their papers we have counts for
5 papers
Vanishing L2 regularization for the softmax Multi Armed Bandit
Stefana-Lucia Anita, Gabriel Turinici
Multi Armed Bandit (MAB) algorithms are a cornerstone of reinforcement learning and have been studied both theoretically and numerically. One of the most commonly used implementati…
A Mean Field Game System and a Related Deterministic Optimal Control Problem
Stefana-Lucia Anita
This paper concerns a Mean Field Game (MFG) system related to a Nash type equilibrium for dynamical games associated to large populations. One shows that the MFG system may be view…
Nonlocal Stochastic Optimal Control for Diffusion Processes: Existence, Maximum Principle and Financial Applications
Stefana-Lucia Anita, Luca Di Persio
This paper investigates the optimal control problem for a class of parabolic equations where the diffusion coefficient is influenced by a control function acting nonlocally. Specif…
Convergence of a L2 regularized Policy Gradient Algorithm for the Multi Armed Bandit
Stefana Anita, Gabriel Turinici
Although Multi Armed Bandit (MAB) on one hand and the policy gradient approach on the other hand are among the most used frameworks of Reinforcement Learning, the theoretical prope…
Controlling a nonlinear Fokker-Planck equation via inputs with nonlocal action
Stefana-Lucia Anita
This paper concerns an optimal control problem related to a nonlinear Fokker-Planck equation. The problem is deeply related to a stochastic optimal control problem fo…