arXiv:2512. 04697v3 Announce Type: replace-cross Abstract: This paper studies the continuous-time reinforcement learning (RL) for optimal switching problems across multiple regimes.
Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.
arXiv:2606. 28669v1 Announce Type: new Abstract: To address parameter misspecification and sudden structural environmental changes in conventional stochastic differential game (SDG) frameworks, this paper introduces a distributional control approach that characterizes optimal strategies as probability distributions over actions, conditioned on the continuous state, the discrete regime state, and parameters.
arXiv:2606. 28671v1 Announce Type: new Abstract: Stackelberg differential games (SDGs) provide a powerful framework for hierarchical decision-making in stochastic and continuous-time environments, yet their solution remains computationally challenging due to the complexity of traditional dynamic programming and Hamilton-Jacobi-Bellman-Isaacs (HJBI) methods, especially in high-dimensional systems.
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:2606. 11798v1 Announce Type: cross Abstract: In this paper, we develop a continuous-time model-free reinforcement learning algorithm to learn deterministic equilibrium policies in general time-inconsistent control problems.
arXiv:2607. 06935v1 Announce Type: cross Abstract: Reinforcement learning (RL) is increasingly grounded in tools from probability, optimization, and operator theory.
arXiv:2506. 08121v2 Announce Type: replace-cross Abstract: We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics.