Gradient Flows for Regularized Stochastic Control Problems

10 June 2020

Papers citing "Gradient Flows for Regularized Stochastic Control Problems"

6 / 6 papers shown

Title
A Policy Gradient Framework for Stochastic Optimal Control Problems with Global Convergence Guarantee Mo Zhou Jian-Xiong Lu 33 7 0 11 Feb 2023
Linear convergence of a policy gradient method for some finite horizon continuous time control problems C. Reisinger Wolfgang Stockinger Yufei Zhang 16 5 0 22 Mar 2022
Convergence of Policy Gradient for Entropy Regularized MDPs with Neural Network Approximation in the Mean-Field Regime B. Kerimkulov J. Leahy David Siska Lukasz Szpruch 30 11 0 18 Jan 2022
Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models Lukasz Szpruch Tanut Treetanthiploet Yufei Zhang 16 24 0 19 Dec 2021
Reinforcement learning for linear-convex models with jumps via stability analysis of feedback controls Xin Guo Anran Hu Yufei Zhang 19 24 0 19 Apr 2021
Robust pricing and hedging via neural SDEs Patryk Gierjatowicz Marc Sabate Vidales David Siska Lukasz Szpruch Zan Zuric 19 34 0 08 Jul 2020