3 papers
cs.LG2026
Policy Transfer for Continuous-Time Reinforcement Learning: A (Rough) Differential Equation Approach
Xin Guo, Zijiu Lyu
This paper studies policy transfer, one of the well-known transfer learning techniques adopted in large language models, for continuous-time reinforcement learning problems. In the…
math.OC2025
Mean-Field Games with Constraints
Anran Hu, Zijiu Lyu
This paper introduces a framework of Constrained Mean-Field Games (CMFGs), where each agent solves a constrained Markov decision process (CMDP). This formulation captures scenarios…
math.PR2025
Restricted Path Characteristic Function Determines the Law of Stochastic Processes
Siran Li, Zijiu Lyu, Hao Ni +1
A central question in rough path theory is characterising the law of stochastic processes on path spaces. It is established in [I. Chevyrev & T. Lyons, Characteristic functions of…