4 papers
Continuous-time q-learning for mean-field control with common noise, part-II: q-learning algorithms
Zhenjie Ren, Xiaoli Wei, Xiang Yu +1
This paper is a continuation work of Ren et al. (2026) aiming to further devise q-learning algorithms for mean-field control (MFC) with controlled common noise. Based on the relaxe…
Continuous-time q-learning for mean-field control with common noise, part-I: Theoretical foundations
Zhenjie Ren, Xiaoli Wei, Xiang Yu +1
This paper investigates the continuous-time counterpart of the Q-function for entropy-regularized mean-field control (MFC) with controlled common noise, coined as q-function by Jia…
Generating solution paths of Markovian stochastic differential equations using diffusion models
Xuefeng Gao, Jiale Zha, Xun Yu Zhou
This paper introduces a new approach to generating sample paths of unknown Markovian stochastic differential equations (SDEs) using diffusion models, a class of generative AI metho…
Reward-Directed Score-Based Diffusion Models via q-Learning
Xuefeng Gao, Jiale Zha, Xun Yu Zhou
We propose a new reinforcement learning (RL) formulation for training continuous-time score-based diffusion models for generative AI to generate samples that maximize reward functi…