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arXiv Machine Learning By Yanwei Jia, Du Ouyang

Convergence and Regret of the Policy Gradient for Multi-Armed Bandits in Diffusion Environment

Read the original on arXiv Machine Learning →

arXiv:2607. 29593v1 Announce Type: new Abstract: This paper studies the policy gradient update for a multi-arm bandit problem in diffusion environment that is described by a stochastic differential equation (SDE) under the continuous-time reinforcement learning framework by Wang et al.

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