Mean-Field PhiBE: Continuous-Time Mean-Field Reinforcement Learning from Discrete-Time Data
平均场 PhiBE:基于离散时间数据的连续时间平均场强化学习
Erhan Bayraktar, Martin Hernandez, Qinxin Yan, Yuhua Zhu
机构
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Department of Mathematics, University of Michigan, Ann Arbor, MI, USA(密歇根大学数学系,安阿伯,密歇根州,美国)
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Department of Statistics and Data Science, University of California, Los Angeles, CA, USA(加州大学洛杉矶分校统计与数据科学系,加利福尼亚州,美国)
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Program in Applied and Computational Mathematics, Princeton University, Princeton, NJ, USA(普林斯顿大学应用与计算数学项目,普林斯顿,新泽西州,美国)