2 papers
math.OC2025
Mirror Descent for Stochastic Control Problems with Measure-valued Controls
Bekzhan Kerimkulov, David Å iÅ¡ka, Åukasz Szpruch +1
This paper studies the convergence of the mirror descent algorithm for finite horizon stochastic control problems with measure-valued control processes. The control objective invol…
math.OC2025
A Fisher-Rao gradient flow for entropy-regularised Markov decision processes in Polish spaces
Bekzhan Kerimkulov, James-Michael Leahy, David Siska +2
We study the global convergence of a Fisher-Rao policy gradient flow for infinite-horizon entropy-regularised Markov decision processes with Polish state and action space. The flow…