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.

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

arXiv Machine Learning
Jun 5

Multi-Agent Lipschitz Bandits

arXiv:2602. 16965v2 Announce Type: replace Abstract: We study the decentralized multi-player stochastic bandit problem over a continuous, Lipschitz-structured action space where hard collisions yield zero reward.

By Sourav Chakraborty, Amit Kiran Rege, Claire Monteleoni, Lijun Chen