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: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.
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.
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:2606. 26498v1 Announce Type: cross Abstract: 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.
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:2607. 08340v1 Announce Type: cross Abstract: Q-learning is a fundamental algorithm in reinforcement learning (RL) for solving discounted Markov decision processes (MDPs) when the transition kernel is unknown.
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:2607. 20010v1 Announce Type: new Abstract: In this paper, we present a generalized temporal-difference (TD) reinforcement learning framework based on the theory of conditional expectations.
In this paper, we present a generalized temporal-difference (TD) reinforcement learning framework based on the theory of conditional expectations. The value and action-value (Q-value) functions are treated as uncertain quantities, and their estimation is formulated as a stochastic inference problem.
arXiv:2606. 27112v1 Announce Type: cross Abstract: This paper proposes a corrected heavy-ball Q-learning method for reinforcement learning (RL) and establishes its convergence.
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:2605. 30190v2 Announce Type: replace Abstract: Diffusion-based planning has achieved strong results in single-agent offline reinforcement learning, yet scaling to many-agent systems remains intractable due to the curse of dimensionality in the joint trajectory space.