Learning Ergodic Dynamical Systems from a Finite Trajectory
arXiv:2607. 22399v1 Announce Type: cross Abstract: We consider the problem of learning from a single finite trajectory of an ergodic stochastic dynamical system.
arXiv:2607. 23502v1 Announce Type: cross Abstract: We study empirical risk minimization for learning non-linear dynamical systems whose transition dynamics may switch over time.
arXiv:2607. 22399v1 Announce Type: cross Abstract: We consider the problem of learning from a single finite trajectory of an ergodic stochastic dynamical system.
arXiv:2607. 26370v1 Announce Type: cross Abstract: We propose a self-adaptive online learning for control method for tracking unknown target dynamics.
arXiv:2512. 04697v3 Announce Type: replace-cross Abstract: This paper studies the continuous-time reinforcement learning (RL) for optimal switching problems across multiple regimes.
arXiv:2606. 02232v1 Announce Type: new Abstract: Learning a Markov transition model is not merely conditional density estimation: the learned object must be a valid transition kernel before it is iterated in downstream dynamics.
arXiv:2605. 16103v2 Announce Type: replace Abstract: Q-learning is known to suffer from overestimation bias: because the Bellman update maximizes noisy or imperfect action-value estimates, positive errors can be selected and propagated, causing learned values to exceed the true optimal values.
arXiv:2605. 11021v3 Announce Type: replace Abstract: Q-learning is a fundamental algorithmic primitive in reinforcement learning.
arXiv:2510. 03494v2 Announce Type: replace Abstract: We study finite-horizon offline reinforcement learning (RL) with function approximation for both policy evaluation and policy optimization.
arXiv:2604. 19569v5 Announce Type: replace-cross Abstract: Q-learning is a fundamental algorithmic primitive in reinforcement learning.
arXiv:2503. 18607v2 Announce Type: replace-cross Abstract: We introduce the Switching Non-Stationary Markov Decision Process (SNS-MDP) framework, in which the environment transitions among a finite set of MDPs governed by a latent Markov chain while the agent observes only the external state.
arXiv:2606. 02645v1 Announce Type: cross Abstract: Periodic target updates in Q-learning and soft target updates in actor-critic methods are empirically well established stabilization mechanisms, but their precise theoretical explanation is still incomplete.
arXiv:2411. 01982v2 Announce Type: replace-cross Abstract: We study the problem of learning controlled stochastic differential equations (SDEs) \[ dX_t = b(t,X_t,u_t)\,dt + \sigma(t,X_t,u_t)\,dW_t, \] whose drift and diffusion depend nonlinearly on time, state, and control values.
arXiv:2606. 31769v1 Announce Type: new Abstract: We study policy optimization for online episodic tabular Markov decision processes with unknown transition kernels, aiming for best-of-both-worlds guarantees together with data-dependent regret bounds.