2 papers
cs.LG2026
Global linear convergence of entropy-regularized softmax policy gradient beyond tabular MDPs
Ziyue Chen, David Šiška, Lukasz Szpruch
We study the global convergence of policy gradient for infinite-horizon entropy-regularized Markov decision processes (MDPs) with continuous state and action spaces. We consider lo…
math.OC2024
Backward Stochastic Control System with Entropy Regularization
Ziyue Chen, Qi Zhang
The entropy regularization is inspired by information entropy from machine learning and the ideas of exploration and exploitation in reinforcement learning, which appears in the co…