arXiv Machine Learning By Qihao Ye, Xiaochuan Tian, Yuhua Zhu

A Robust Model-Based Approach for Continuous-Time Policy Evaluation with Unknown L\'evy Process Dynamics

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arXiv:2504. 01482v3 Announce Type: replace-cross Abstract: This paper develops a model-based framework for continuous-time policy evaluation (CTPE) in reinforcement learning, incorporating both Brownian and L\'evy noise to model stochastic dynamics influenced by rare and extreme events.

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arXiv Machine Learning
Jul 17

A Continuous-Time Reinforcement Learning Framework for Fine-Tuning Discrete Diffusion Models

arXiv:2607. 14522v1 Announce Type: new Abstract: We formulate reinforcement learning (RL) in continuous time with discrete state spaces and possibly arbitrary action spaces via a stochastic control approach, where the state dynamics are modeled as a controlled continuous-time Markov chain (CTMC).

By Zikun Zhang, Jiayuan Sheng, David D. Yao, Wenpin Tang