arXiv Machine Learning By Congde Hu, Danping Li, Lin Xu, Wenying Xu

Entropy-Regularized Reinforcement Learning for Linear-Quadratic Stackelberg Differential Games in Regime-Switching Diffusion Models

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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.

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arXiv Machine Learning
Jun 30

Entropy Regularized Reinforcement Learning for Zero-Sum Stochastic Differential Games in a Regime-Switching Jump-Diffusion Process

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.

By Congde Hu, Zhuo Jin, Danping Li, Lin Xu
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
Hugging Face Trending Papers
Jun 23

Deep numerical schemes for systems of Ergodic BSDEs with applications to regime-switching forward utilities

In this paper, we introduce two neural-network-based numerical schemes for solving systems of coupled ergodic Backward Stochastic Differential Equations (eBSDEs), motivated by the approximation of optimal strategies within the framework of forward utilities in a regime-switching stochastic factor model. Our approach builds on the representation of such models through systems of eBSDEs introduced in [HLT20].