Linear convergence of a policy gradient method for some finite horizon continuous time control problems

22 March 2022

Papers citing "Linear convergence of a policy gradient method for some finite horizon continuous time control problems"

16 / 16 papers shown

Title
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 71 14 0 18 Jan 2022
Exploration-exploitation trade-off for continuous-time episodic reinforcement learning with linear-convex models Lukasz Szpruch Tanut Treetanthiploet Yufei Zhang 41 23 0 19 Dec 2021
Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms Yanwei Jia X. Zhou OffRL 108 83 0 22 Nov 2021
Theoretical Guarantees of Fictitious Discount Algorithms for Episodic Reinforcement Learning and Global Convergence of Policy Gradient Methods Xin Guo Anran Hu Junzi Zhang OffRL 53 6 0 13 Sep 2021
Mean-Field Multi-Agent Reinforcement Learning: A Decentralized Network Approach Haotian Gu Xin Guo Xiaoli Wei Renyuan Xu OOD 56 36 0 05 Aug 2021
Reinforcement learning for linear-convex models with jumps via stability analysis of feedback controls Xin Guo Anran Hu Yufei Zhang 45 24 0 19 Apr 2021
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon B. Hambly Renyuan Xu Huining Yang 53 62 0 20 Nov 2020
Gradient Flows for Regularized Stochastic Control Problems David Siska Lukasz Szpruch 60 21 0 10 Jun 2020
On the Global Convergence Rates of Softmax Policy Gradient Methods Jincheng Mei Chenjun Xiao Csaba Szepesvári Dale Schuurmans 124 292 0 13 May 2020
Neural Policy Gradient Methods: Global Optimality and Rates of Convergence Lingxiao Wang Qi Cai Zhuoran Yang Zhaoran Wang 80 241 0 29 Aug 2019
A neural network based policy iteration algorithm with global $H^2$ -superlinear convergence for stochastic games on domains Kazufumi Ito C. Reisinger Yufei Zhang 57 27 0 05 Jun 2019
Deep Fictitious Play for Stochastic Differential Games Ruimeng Hu 47 29 0 22 Mar 2019
Making Deep Q-learning methods robust to time discretization Corentin Tallec Léonard Blier Yann Ollivier OOD OffRL 31 91 0 28 Jan 2019
Global Convergence of Policy Gradient Methods for the Linear Quadratic Regulator Maryam Fazel Rong Ge Sham Kakade M. Mesbahi 77 603 0 15 Jan 2018
Maximum Principle Based Algorithms for Deep Learning Qianxiao Li Long Chen Cheng Tai E. Weinan 99 223 0 26 Oct 2017
Deep Learning Approximation for Stochastic Control Problems Jiequn Han E. Weinan BDL 49 194 0 02 Nov 2016