arXiv:2606. 20356v1 Announce Type: cross Abstract: In this article, we present a robust $Q$-learning algorithm for discrete-time mean-field control problems under Wasserstein uncertainty in the common noise law.
arXiv:2404.06023v3 Announce Type: replace-cross Abstract: Motivated by Q-learning, we study nonsmooth contractive stochastic approximation (SA) with constant stepsize. We focus on two important class...
arXiv:2607. 01525v1 Announce Type: cross Abstract: This monograph provides an introduction to mean field reinforcement learning through the lens of Markov decision processes arising from large-population stochastic control with mean field interactions and common noise.
arXiv:2510. 01721v3 Announce Type: replace Abstract: Distributionally robust reinforcement learning (DRRL) seeks policies that perform well when the deployment transition model differs from the nominal model generating the data.
arXiv:2407. 04521v3 Announce Type: replace-cross Abstract: This paper studies the continuous-time q-learning in mean-field jump-diffusion models in a setting where the environment simulator does not provide direct access to the population distribution.
arXiv:2506. 07040v4 Announce Type: replace-cross Abstract: We study model-free methods for distributionally robust infinite-horizon average-reward Markov decision processes (MDPs).
The paper introduces Robust Fed-Q, a federated Q‑learning algorithm designed for settings where multiple agents interact with a shared Markov Decision Process and communicate through a central server. It combines model‑based and model‑free reinforcement learning techniques with a median‑of‑means strategy from robust statistics to handle a small fraction of adversarial agents. The authors prove that Robust Fed-Q achieves exact convergence to the optimal value function with high probability, attains near‑optimal finite‑time rates that benefit from collaboration, and requires only “~O(1)” communication rounds per guarantee.
The paper investigates model‑free robust Q‑learning with χ² uncertainty sets and linear function approximation, using data from a single trajectory of an unknown nominal MDP. It introduces a variational reformulation of the robust Bellman target and a blockwise frozen‑target scheme to overcome estimation and non‑contractivity challenges, and proves a finite‑time error bound for every discount factor γ in (0,1). A neural‑network experiment demonstrates the practical use of the variational target in a continuous‑state nonlinear‑control task.
arXiv:2602. 20403v2 Announce Type: replace Abstract: We study distributionally robust online learning, where a risk-averse learner updates decisions sequentially to guard against worst-case distributions drawn from a Wasserstein ambiguity set centered at past observations.
arXiv:2609.14922v1 Announce Type: cross Abstract: For constant-stepsize stochastic approximation (SA), the iterates converge in distribution to a stationary law that depends on the stepsize $\alpha.$...
arXiv:2607. 11005v1 Announce Type: cross Abstract: This paper develops a model-free reinforcement learning framework for continuous--time extended mean field control problems, where both the dynamics and reward may depend on the joint distribution of states and controls.
arXiv:2511. 21466v3 Announce Type: replace Abstract: We study Consensus-Based Optimization (CBO) for two-layer neural network training.
This paper addresses model-free continuous-time mean-field control in a setting where the population dynamics evolve continuously according to an unknown McKean-Vlasov stochastic differential equation, while only discrete-time transition data are available. In the model-based formulation, policy evaluation is naturally described by a stationary Hamilton-Jacobi-Bellman equation on $\mathcal P_2(\mathbb R^d)$, but this equation involves the drift and diffusion coefficients of the controlled McKean-Vlasov dynamics, which are not identifiable when only discrete-time data are available.