arXiv Machine Learning

Continuous-Time Policy Gradient from Discrete Data: Convergence Analysis and Model-Free Algorithms

The paper introduces a continuous‑time policy gradient framework that works with discrete observation data. It derives performance difference lemmas and policy gradient formulas for randomized and parametrized policies, proving exponential convergence for an entropy‑regularized policy flow and providing explicit convergence bounds for discrete updates. By integrating with PhiBE, the authors create model‑free actor‑critic algorithms that maintain the continuous‑time structure, and demonstrate their effectiveness on both linear‑quadratic and nonlinear robotic control tasks.

arXiv Machine Learning
Sep 15

Learning to Solve Stochastic Controls with Unknown Drifts and Running Rewards: Theory, Algorithms and Convergence

The paper investigates continuous‑time stochastic control problems with unknown drift and running reward functions, using an exploratory reinforcement learning framework that incorporates relaxed controls and entropy regularization. It develops policy‑iteration algorithms based on probabilistic representations of the optimal value function and its gradient, proving convergence and demonstrating performance through numerical examples. The study also extends to a special case with control‑dependent diffusion, requiring a Hessian representation.

By Jin Ma, Gaozhan Wang, Jianfeng Zhang, Xunyu Zhou
arXiv Machine Learning
Oct 12

Infinitesimal Operator World Models: Finite-Sample Guarantees for Offline Reinforcement Learning

The paper introduces an operator-theoretic approach to offline reinforcement learning for continuous-time stochastic systems. By linking reinforcement learning to the Hamilton‑Jacobi‑Bellman equation, it proposes a dynamic programming recursion that represents the world model through the infinitesimal generator of controlled diffusion processes learned in a reproducing kernel Hilbert space. The authors establish global convergence of the value function under small generator‑approximation error and provide explicit finite‑sample guarantees tied to system properties such as smoothness and stability.

By Nicolas Hoischen, Petar Bevanda, Max Beier, Stefan Sosnowski, Boris Houska, Sandra Hirche
arXiv Machine Learning
Jun 26

Mean-Field PhiBE: Continuous-Time Mean-Field Reinforcement Learning from Discrete-Time Data

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.

By Erhan Bayraktar, Martin Hernandez, Qinxin Yan, Yuhua Zhu
arXiv AI
Jun 6

Retry Policy Gradients in Continuous Action Spaces

arXiv:2606. 05888v1 Announce Type: new Abstract: Retry-based objectives such as pass@K and max@K optimize the best return obtained from multiple sampled trajectories, and recent work has shown that they can promote exploration without explicit exploration bonuses.

By Soichiro Nishimori, Paavo Parmas
arXiv Machine Learning
19h ago

A Decade of Learning-Based Control: From Theoretic Foundations to Practical Deployment

arXiv:2610.29187v1 Announce Type: cross Abstract: Motivated by ten years of Learning-Based Control Invited Sessions at the IEEE Conference on Decision and Control (CDC), this tutorial paper reviews k...

By Angela P. Schoellig, Matthias A. M\"uller, Sebastian Trimpe, Melanie N. Zeilinger, Mahathi Anand, Andrea Carron, Oliver Hausd\"orfer, Victor G. Lopez, Friedrich Solowjow, Haocheng Zhao, Siqi Zhou