arXiv:2402.04691v5 Announce Type: replace-cross
Abstract: This study investigates the use of stochastic gradient descent (SGD) to learn operators between general Hilbert spaces. We study weak and str...
By Lei Shi, Jia-Qi Yang
arXiv:2504.18184v5 Announce Type: replace
Abstract: We consider a class of statistical inverse problems involving the estimation of a regression operator from a Polish space to a separable Hilbert sp...
By Jia-Qi Yang, Lei Shi
The paper presents a fully data-driven method for optimal control of nonlinear control‑affine systems modeled as stochastic diffusions. It embeds state probability densities into a reproducing kernel Hilbert space to learn Markov transition operators, which are then used in convex operator‑theoretic Hamilton‑Jacobi‑Bellman recursions that scale linearly with state dimensionality. Numerical experiments show the approach can solve diverse nonlinear control tasks, such as depth regulation of an autonomous underwater vehicle.
By Nicolas Hoischen, Petar Bevanda, Stefan Sosnowski, Sandra Hirche, Boris Houska
arXiv:2607. 22399v1 Announce Type: cross Abstract: We consider the problem of learning from a single finite trajectory of an ergodic stochastic dynamical system.
By Oleksii Kachaiev, Silvia Villa, Lorenzo Rosasco
The paper introduces an operator-theoretic approach to offline reinforcement learning for continuous-time stochastic systems. By linking reinforcement learning to the Hamilton‑Jacobi‑Bellman equation, it proposes a dynamic programming recursion that represents the world model through the infinitesimal generator of controlled diffusion processes learned in a reproducing kernel Hilbert space. The authors establish global convergence of the value function under small generator‑approximation error and provide explicit finite‑sample guarantees tied to system properties such as smoothness and stability.
By Nicolas Hoischen, Petar Bevanda, Max Beier, Stefan Sosnowski, Boris Houska, Sandra Hirche
The paper introduces a structured method for learning linear operators in control systems using data. It leverages the framework of (semi)groups for evolution equations to establish structural assumptions and applies inverse‑problems theory to analyze learning algorithms, revealing error decompositions, convergence guarantees, and optimal regularization. Focusing on bounded operators on Hilbert spaces, the authors derive a convergent estimator for time‑varying systems, illustrating the practical power of their approach.
By Max Beier, Nicolas Hoischen, Sandra Hirche, Petar Bevanda