arXiv Machine Learning

Learning switched non-linear dynamical systems from a single trajectory

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 AI
Jul 17

Reinforcement Learning in Switching Non-Stationary Markov Decision Processes: Algorithms and Convergence Analysis

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.

By Mohsen Amiri, Sindri Magn\'usson
arXiv Machine Learning
Jul 30

Learning Controlled Stochastic Differential Equations

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.

By Luc Brogat-Motte, Riccardo Bonalli, Alessandro Rudi