Saved in:
| Main Authors: | Cironis, Lukas, Palczewski, Jan, Aivaliotis, Georgios |
|---|---|
| Format: | Preprint |
| Published: |
2021
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2104.10746 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Reinforcement Learning Method for Zero-Sum Linear-Quadratic Stochastic Differential Games in Infinite Horizons
by: Wang, Yiyuan
Published: (2026)
by: Wang, Yiyuan
Published: (2026)
Nonparametric Sparse Online Learning of the Koopman Operator
by: Hou, Boya, et al.
Published: (2024)
by: Hou, Boya, et al.
Published: (2024)
Continuous Policy and Value Iteration for Stochastic Control Problems and Its Convergence
by: Feng, Qi, et al.
Published: (2025)
by: Feng, Qi, et al.
Published: (2025)
Continuous time Stochastic optimal control under discrete time partial observations
by: Bayer, Christian, et al.
Published: (2024)
by: Bayer, Christian, et al.
Published: (2024)
Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty
by: Jia, Yanwei
Published: (2024)
by: Jia, Yanwei
Published: (2024)
Learning to steer with Brownian noise
by: Ankirchner, Stefan, et al.
Published: (2024)
by: Ankirchner, Stefan, et al.
Published: (2024)
Convergence Analysis for Entropy-Regularized Control Problems: A Probabilistic Approach
by: Ma, Jin, et al.
Published: (2024)
by: Ma, Jin, et al.
Published: (2024)
Stability and Sensitivity Analysis of Relative Temporal-Difference Learning: Extended Version
by: Sakha, Masoud S., et al.
Published: (2026)
by: Sakha, Masoud S., et al.
Published: (2026)
Optimistic Training and Convergence of Q-Learning -- Extended Version
by: Mehta, Prashant, et al.
Published: (2026)
by: Mehta, Prashant, et al.
Published: (2026)
Automatic Link Selection in Multi-Channel Multiple Access with Link Failures
by: Wijewardena, Mevan, et al.
Published: (2025)
by: Wijewardena, Mevan, et al.
Published: (2025)
Beyond Bellman: High-Order Generator Regression for Continuous-Time Policy Evaluation
by: Zheng, Yaowei, et al.
Published: (2026)
by: Zheng, Yaowei, et al.
Published: (2026)
Object Tracking Incorporating Transfer Learning into Unscented and Cubature Kalman Filters
by: Alotaibi, Omar, et al.
Published: (2024)
by: Alotaibi, Omar, et al.
Published: (2024)
Robust Probability Hypothesis Density Filtering: Theory and Algorithms
by: Lei, Ming, et al.
Published: (2025)
by: Lei, Ming, et al.
Published: (2025)
Multi-Agent Best Arm Identification in Stochastic Linear Bandits
by: Agrawal, Sanjana, et al.
Published: (2024)
by: Agrawal, Sanjana, et al.
Published: (2024)
From geometry to dynamics: Learning overdamped Langevin dynamics from sparse observations with geometric constraints
by: Maoutsa, Dimitra
Published: (2025)
by: Maoutsa, Dimitra
Published: (2025)
Posterior Sampling-based Online Learning for Episodic POMDPs
by: Tang, Dengwang, et al.
Published: (2023)
by: Tang, Dengwang, et al.
Published: (2023)
Efficient Online Learning with Offline Datasets for Infinite Horizon MDPs: A Bayesian Approach
by: Tang, Dengwang, et al.
Published: (2023)
by: Tang, Dengwang, et al.
Published: (2023)
Optimal control of SDEs with merely measurable drift: an HJB approach
by: Du, Kai, et al.
Published: (2025)
by: Du, Kai, et al.
Published: (2025)
Conditional stochastic differential equations driven by fractional Brownian motion
by: Đorđević, Jasmina, et al.
Published: (2023)
by: Đorđević, Jasmina, et al.
Published: (2023)
Logarithmic regret in the ergodic Avellaneda-Stoikov market making model
by: Cao, Jialun, et al.
Published: (2024)
by: Cao, Jialun, et al.
Published: (2024)
Impulse control maximising average cost per unit time: a non-uniformly ergodic case
by: Palczewski, Jan, et al.
Published: (2016)
by: Palczewski, Jan, et al.
Published: (2016)
Multi-Robot Relative Pose Estimation in SE(2) with Observability Analysis: A Comparison of Extended Kalman Filtering and Robust Pose Graph Optimization
by: Shin, Kihoon, et al.
Published: (2024)
by: Shin, Kihoon, et al.
Published: (2024)
Neural Actor-Critic Methods for Hamilton-Jacobi-Bellman PDEs: Asymptotic Analysis and Numerical Studies
by: Cohen, Samuel N., et al.
Published: (2025)
by: Cohen, Samuel N., et al.
Published: (2025)
Finite-Time Analysis of Projected Two-Time-Scale Stochastic Approximation
by: Bai, Yitao, et al.
Published: (2026)
by: Bai, Yitao, et al.
Published: (2026)
Demonstration of effective UCB-based routing in skill-based queues on real-world data
by: van Kempen, Sanne, et al.
Published: (2025)
by: van Kempen, Sanne, et al.
Published: (2025)
Sample Complexity of Policy Gradient for Log-Growth Control
by: Pan, Qiuhua, et al.
Published: (2026)
by: Pan, Qiuhua, et al.
Published: (2026)
The American put with finite-time maturity and stochastic interest rate
by: Cai, Cheng, et al.
Published: (2021)
by: Cai, Cheng, et al.
Published: (2021)
Power Utility Maximization with Expert Opinions at Fixed Arrival Times in a Market with Hidden Gaussian Drift
by: Gabih, Abdelali, et al.
Published: (2023)
by: Gabih, Abdelali, et al.
Published: (2023)
Policy Gradient for Continuous-Time Mean-Field Control
by: Bayraktar, Erhan, et al.
Published: (2026)
by: Bayraktar, Erhan, et al.
Published: (2026)
Boundary controllability for a fourth order degenerate parabolic equation with a singular potential
by: Galo-Mendoza, Leandro
Published: (2024)
by: Galo-Mendoza, Leandro
Published: (2024)
Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study
by: Huang, Yilie, et al.
Published: (2024)
by: Huang, Yilie, et al.
Published: (2024)
Physics-informed approach for exploratory Hamilton--Jacobi--Bellman equations via policy iterations
by: Kim, Yeongjong, et al.
Published: (2025)
by: Kim, Yeongjong, et al.
Published: (2025)
CMAD: Cooperative Multi-Agent Diffusion via Stochastic Optimal Control
by: Barbano, Riccardo, et al.
Published: (2026)
by: Barbano, Riccardo, et al.
Published: (2026)
The Price of Information
by: Jaimungal, Sebastian, et al.
Published: (2024)
by: Jaimungal, Sebastian, et al.
Published: (2024)
Multi-agent assignment via state augmented reinforcement learning
by: Agorio, Leopoldo, et al.
Published: (2024)
by: Agorio, Leopoldo, et al.
Published: (2024)
Exploratory Randomization for Discrete-Time Linear Exponential Quadratic Gaussian (LEQG) Problem
by: Lleo, Sebastien, et al.
Published: (2025)
by: Lleo, Sebastien, et al.
Published: (2025)
Path integral control under McKean-Vlasov dynamics
by: Bennett, Timothy
Published: (2024)
by: Bennett, Timothy
Published: (2024)
Existence of bounded solutions to multiplicative Poisson equations under mixing property
by: Pitera, Marcin, et al.
Published: (2023)
by: Pitera, Marcin, et al.
Published: (2023)
A Moreau Envelope Approach for LQR Meta-Policy Estimation
by: Aravind, Ashwin, et al.
Published: (2024)
by: Aravind, Ashwin, et al.
Published: (2024)
A random measure approach to reinforcement learning in continuous time
by: Bender, Christian, et al.
Published: (2024)
by: Bender, Christian, et al.
Published: (2024)
Similar Items
-
Reinforcement Learning Method for Zero-Sum Linear-Quadratic Stochastic Differential Games in Infinite Horizons
by: Wang, Yiyuan
Published: (2026) -
Nonparametric Sparse Online Learning of the Koopman Operator
by: Hou, Boya, et al.
Published: (2024) -
Continuous Policy and Value Iteration for Stochastic Control Problems and Its Convergence
by: Feng, Qi, et al.
Published: (2025) -
Continuous time Stochastic optimal control under discrete time partial observations
by: Bayer, Christian, et al.
Published: (2024) -
Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty
by: Jia, Yanwei
Published: (2024)