3 papers
cs.LG2026
Continuous-time Online Learning via Mean-Field Neural Networks: Regret Analysis in Diffusion Environments
Erhan Bayraktar, Bingyan Han, Ziqing Zhang
We study continuous-time online learning where data are generated by a diffusion process with unknown coefficients. The learner employs a two-layer neural network, continuously upd…
math.OC2026
Reinforcement Learning for Discounted and Ergodic Control of Diffusion Processes
Erhan Bayraktar, Ali D. Kara, Somnath Pradhan +1
This paper develops a quantized Q-learning algorithm for the optimal control of controlled diffusion processes on under both discounted and ergodic (average) cost cr…
math.OC2024
Near Optimal Approximations and Finite Memory Policies for POMPDs with Continuous Spaces
Ali Devran Kara, Erhan Bayraktar, Serdar Yuksel
We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to stu…