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Mean-Field PhiBE: Continuous-Time Mean-Field Reinforcement Learning from Discrete-Time Data

Bayraktar, Erhan et al.
arXiv (All) · Papers
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60h3065c3068t0593e20machine-learningoptimization-and-control
This paper develops a model-free framework for continuous-time mean-field control when the population evolves according to unknown controlled McKean--Vlasov dynamics and only discrete-time transition data are available. Model-based mean-field control requires the continuous-time drift and diffusion
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