Continuous time q-learning for mean-field control problems

DOI10.1007/s00245-024-10205-7MaRDI QIDQ6657508

Xiaoli Wei, Xiang Yu

Publication date: 6 January 2025

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

mean-field controltest policiescontinuous time reinforcement learningintegrated q-functionweak martingale characterization

Mathematics Subject Classification ID

Calculus of variations and optimal control; optimization (49-XX)

Cites Work

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• Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension
• Dynamic Programming Principles for Mean-Field Controls with Learning
• Convergence of policy gradient methods for finite-horizon exploratory linear-quadratic control problems

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