Hugging Face Trending Papers

Mean-Field PhiBE: Continuous-Time Mean-Field Reinforcement Learning from Discrete-Time Data

Read the original on Hugging Face Trending Papers →

This paper addresses model-free continuous-time mean-field control in a setting where the population dynamics evolve continuously according to an unknown McKean-Vlasov stochastic differential equation, while only discrete-time transition data are available. In the model-based formulation, policy evaluation is naturally described by a stationary Hamilton-Jacobi-Bellman equation on $\mathcal P_2(\mathbb R^d)$, but this equation involves the drift and diffusion coefficients of the controlled McKean-Vlasov dynamics, which are not identifiable when only discrete-time data are available.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at Hugging Face Trending Papers.

arXiv Machine Learning
Jun 26

Mean-Field PhiBE: Continuous-Time Mean-Field Reinforcement Learning from Discrete-Time Data

arXiv:2606. 26498v1 Announce Type: cross Abstract: This paper addresses model-free continuous-time mean-field control in a setting where the population dynamics evolve continuously according to an unknown McKean-Vlasov stochastic differential equation, while only discrete-time transition data are available.

By Erhan Bayraktar, Martin Hernandez, Qinxin Yan, Yuhua Zhu
arXiv Machine Learning
Jul 3

Mean Field Reinforcement Learning

arXiv:2607. 01525v1 Announce Type: cross Abstract: This monograph provides an introduction to mean field reinforcement learning through the lens of Markov decision processes arising from large-population stochastic control with mean field interactions and common noise.

By Ren\'e Carmona, Mathieu Lauri\`ere