An actor-critic framework built on a time-inhomogeneous little q-function and conditional normalizing flows serves as a mesh-free solver for entropy-regularized jump-diffusion control problems and stochastic games.
Continuous-time q-learning for jump-diffusion models under tsallis entropy
2 Pith papers cite this work. Polarity classification is still indexing.
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2026 2verdicts
UNVERDICTED 2representative citing papers
The paper introduces an entropy-regularized RL framework deriving exploratory weakly-coupled HJBI equations and using neural networks to approximate value functions for high-dimensional LQ-SDGs under Markov regime switching.
citing papers explorer
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An Actor-Critic Framework for Continuous-Time Jump-Diffusion Controls with Normalizing Flows
An actor-critic framework built on a time-inhomogeneous little q-function and conditional normalizing flows serves as a mesh-free solver for entropy-regularized jump-diffusion control problems and stochastic games.
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Entropy-Regularized Reinforcement Learning for Linear-Quadratic Stackelberg Differential Games in Regime-Switching Diffusion Models
The paper introduces an entropy-regularized RL framework deriving exploratory weakly-coupled HJBI equations and using neural networks to approximate value functions for high-dimensional LQ-SDGs under Markov regime switching.