arXiv AI By Mathieu Lauri\`ere, Ariel Neufeld, Kyunghyun Park

Robust $Q$-learning for mean-field control under Wasserstein uncertainty in common noise

Read the original on arXiv AI →

arXiv:2606. 20356v1 Announce Type: cross Abstract: In this article, we present a robust $Q$-learning algorithm for discrete-time mean-field control problems under Wasserstein uncertainty in the common noise law.

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

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
arXiv Machine Learning
Aug 12

Risk-Averse Wasserstein Distributionally Robust Online Learning

arXiv:2602. 20403v2 Announce Type: replace Abstract: We study distributionally robust online learning, where a risk-averse learner updates decisions sequentially to guard against worst-case distributions drawn from a Wasserstein ambiguity set centered at past observations.

By Guixian Chen, Salar Fattahi, Soroosh Shafiee