Showing math.OCShow all
2 papers · 1 filter
math.OC2026
Online Markov Decision Processes with Terminal Law Constraints
Bianca Marin Moreno, Margaux Brégère, Pierre Gaillard +1
Traditional reinforcement learning usually assumes either episodic interactions with resets or continuous operation to minimize average or cumulative loss. While episodic settings…
math.OC2024
A randomisation method for mean-field control problems with common noise
Robert Denkert, Idris Kharroubi, Huyên Pham
We study mean-field control (MFC) problems with common noise using the control randomisation framework, where we substitute the control process with an independent Poisson point pr…