arXiv Machine Learning By Hanqing Jin, Renyuan Xu, Yanzhao Yang

Adaptive Partitioning and Learning for Stochastic Control of Diffusion Processes

Read the original on arXiv Machine Learning →

arXiv:2512. 14991v2 Announce Type: replace Abstract: We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations research.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv AI
Jul 14

Efficient Online Proportional Sampling with Applications to Smoothed Online Learning

arXiv:2607. 10963v1 Announce Type: cross Abstract: We study the problem of efficient online proportional sampling from a high-dimensional domain under a $\sigma$-smoothed adversary, where the sampling distribution is induced by a dynamically evolving weight function defined over a sequence of piecewise-structured partitions.

By Amirmahdi Mirfakhar, Maria-Florina Balcan, Hedyeh Beyhaghi