Full error analysis of policy gradient learning algorithms for exploratory linear quadratic mean-field control problem in continuous time with common noise
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | Frikha, Noufel, Pham, Huyên, Song, Xuanye |
|---|---|
| Format: | Preprint |
| Publié: |
2024
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
A randomisation method for mean-field control problems with common noise
par: Denkert, Robert, et autres
Publié: (2024)
par: Denkert, Robert, et autres
Publié: (2024)
On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
par: Frikha, Noufel, et autres
Publié: (2025)
par: Frikha, Noufel, et autres
Publié: (2025)
Model-free policy gradient for discrete-time mean-field control
par: Meunier, Matthieu, et autres
Publié: (2026)
par: Meunier, Matthieu, et autres
Publié: (2026)
Convergence of policy gradient methods for finite-horizon exploratory linear-quadratic control problems
par: Giegrich, Michael, et autres
Publié: (2022)
par: Giegrich, Michael, et autres
Publié: (2022)
Convergence and turnpike properties of linear-quadratic mean field control problems with common noise
par: Bayraktar, Erhan, et autres
Publié: (2026)
par: Bayraktar, Erhan, et autres
Publié: (2026)
Discretization error from regularized Reinforcement Learning to continuous-time stochastic control
par: Pham, Huyên, et autres
Publié: (2026)
par: Pham, Huyên, et autres
Publié: (2026)
On time-inconsistent extended mean-field control problems with common noise
par: Liang, Zongxia, et autres
Publié: (2024)
par: Liang, Zongxia, et autres
Publié: (2024)
Mean-field neural networks-based algorithms for McKean-Vlasov control problems *
par: Pham, Huyên, et autres
Publié: (2022)
par: Pham, Huyên, et autres
Publié: (2022)
Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk
par: de Crescenzo, Anna, et autres
Publié: (2025)
par: de Crescenzo, Anna, et autres
Publié: (2025)
Continuous-time q-learning for mean-field control with common noise, part-II: q-learning algorithms
par: Ren, Zhenjie, et autres
Publié: (2026)
par: Ren, Zhenjie, et autres
Publié: (2026)
Limit theory for mean-field control problems with common noise adapted controls
par: Bouchard, Bruno, et autres
Publié: (2025)
par: Bouchard, Bruno, et autres
Publié: (2025)
Non-Exchangeable Mean Field Markov Decision Processes with common noise : from Bellman equation to quantitative propagation of chaos
par: Mekkaoui, Samy, et autres
Publié: (2026)
par: Mekkaoui, Samy, et autres
Publié: (2026)
Stochastic maximum principle for optimal control problem of non exchangeable mean field systems
par: Kharroubi, Idris, et autres
Publié: (2025)
par: Kharroubi, Idris, et autres
Publié: (2025)
Unified continuous-time q-learning for mean-field game and mean-field control problems
par: Wei, Xiaoli, et autres
Publié: (2024)
par: Wei, Xiaoli, et autres
Publié: (2024)
Control randomisation approach for policy gradient and application to reinforcement learning in optimal switching
par: Denkert, Robert, et autres
Publié: (2024)
par: Denkert, Robert, et autres
Publié: (2024)
Continuous-time q-learning for mean-field control with common noise, part-I: Theoretical foundations
par: Ren, Zhenjie, et autres
Publié: (2026)
par: Ren, Zhenjie, et autres
Publié: (2026)
General mean-field stochastic linear quadratic control problem driven by Lévy processes with random coefficients
par: Tang, Yanyan, et autres
Publié: (2025)
par: Tang, Yanyan, et autres
Publié: (2025)
Indefinite linear quadratic control of mean-field backwardstochastic differential equation
par: Wang, Wencan, et autres
Publié: (2024)
par: Wang, Wencan, et autres
Publié: (2024)
Two system transformation data-driven algorithms for linear quadratic mean-field games
par: Li, Xun, et autres
Publié: (2024)
par: Li, Xun, et autres
Publié: (2024)
Quantitative convergence for mean field control with common noise and degenerate idiosyncratic noise
par: Cecchin, Alekos, et autres
Publié: (2024)
par: Cecchin, Alekos, et autres
Publié: (2024)
Robust mean-field control under common noise uncertainty
par: Laurière, Mathieu, et autres
Publié: (2025)
par: Laurière, Mathieu, et autres
Publié: (2025)
Optimal control of mean-field limit of multiagent systems with and without common noise
par: La Scala, Giuseppe
Publié: (2025)
par: La Scala, Giuseppe
Publié: (2025)
Learning operators on labelled conditional distributions with applications to mean field control of non exchangeable systems
par: Mekkaoui, Samy, et autres
Publié: (2026)
par: Mekkaoui, Samy, et autres
Publié: (2026)
Mean-field stochastic linear quadratic control problem with random coefficients
par: Xiong, Jie, et autres
Publié: (2024)
par: Xiong, Jie, et autres
Publié: (2024)
Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
par: Bo, Lijun, et autres
Publié: (2024)
par: Bo, Lijun, et autres
Publié: (2024)
Ergodicity and turnpike properties of linear-quadratic mean field control problems
par: Bayraktar, Erhan, et autres
Publié: (2025)
par: Bayraktar, Erhan, et autres
Publié: (2025)
Inverse reinforcement learning by expert imitation for the stochastic linear-quadratic optimal control problem
par: Sun, Zhongshi, et autres
Publié: (2024)
par: Sun, Zhongshi, et autres
Publié: (2024)
Primal-dual policy learning for mean-field stochastic LQR problem
par: Jiang, Xiushan, et autres
Publié: (2025)
par: Jiang, Xiushan, et autres
Publié: (2025)
Continuous-time q-learning for mean-field control problems
par: Wei, Xiaoli, et autres
Publié: (2023)
par: Wei, Xiaoli, et autres
Publié: (2023)
Gaining efficiency in deep policy gradient method for continuous-time optimal control problems
par: Fahim, Arash, et autres
Publié: (2025)
par: Fahim, Arash, et autres
Publié: (2025)
Non--exchangeable mean field games with moderate interactions and common noise
par: Djete, Mao Fabrice
Publié: (2026)
par: Djete, Mao Fabrice
Publié: (2026)
Mean-field games with rough common noise: the linear-quadratic case
par: Friz, Peter K., et autres
Publié: (2026)
par: Friz, Peter K., et autres
Publié: (2026)
Pathwise turnpike and dissipativity results for discrete-time stochastic linear-quadratic optimal control problems
par: Schießl, Jonas, et autres
Publié: (2023)
par: Schießl, Jonas, et autres
Publié: (2023)
Model-free stochastic linear quadratic control for discrete-time systems with multiplicative and additive noises via semidefinite programming
par: Guo, Jing, et autres
Publié: (2025)
par: Guo, Jing, et autres
Publié: (2025)
Near optimal controls for partially observed stochastic linear quadratic problems
par: Sun, Jingrui, et autres
Publié: (2025)
par: Sun, Jingrui, et autres
Publié: (2025)
Inverse optimal control problem in the non autonomous linear-quadratic case
par: Jean, Frédéric, et autres
Publié: (2024)
par: Jean, Frédéric, et autres
Publié: (2024)
Turnpike property of linear quadratic control problems with unbounded control operators
par: Nguyen, Hoai-Minh, et autres
Publié: (2025)
par: Nguyen, Hoai-Minh, et autres
Publié: (2025)
Robust policy iteration for continuous-time stochastic $H_\infty$ control problem with unknown dynamics
par: Sun, Zhongshi, et autres
Publié: (2024)
par: Sun, Zhongshi, et autres
Publié: (2024)
Optimal control of McKean-Vlasov systems under partial observation and hidden Markov switching
par: Fuhrman, Marco, et autres
Publié: (2026)
par: Fuhrman, Marco, et autres
Publié: (2026)
Linear quadratic control for discrete-time systems with stochastic and bounded noises
par: Ma, Xuehui, et autres
Publié: (2025)
par: Ma, Xuehui, et autres
Publié: (2025)
Documents similaires
-
A randomisation method for mean-field control problems with common noise
par: Denkert, Robert, et autres
Publié: (2024) -
On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
par: Frikha, Noufel, et autres
Publié: (2025) -
Model-free policy gradient for discrete-time mean-field control
par: Meunier, Matthieu, et autres
Publié: (2026) -
Convergence of policy gradient methods for finite-horizon exploratory linear-quadratic control problems
par: Giegrich, Michael, et autres
Publié: (2022) -
Convergence and turnpike properties of linear-quadratic mean field control problems with common noise
par: Bayraktar, Erhan, et autres
Publié: (2026)