Reinforcement learning in continuous time and space

K Doya - Neural computation, 2000 - direct.mit.edu
reinforcement learning framework for continuoustime dynamical systems without a priori
discretization of time… as the minimization of a continuous-time form of the temporal difference (TD…

Continuous-time model-based reinforcement learning

C Yildiz, M Heinonen… - … on Machine Learning, 2021 - proceedings.mlr.press
… To contrast the robustness of discrete and continuoustime techniques, we evaluate MPETS
and ENODE on more realistic datasets of irregularly sampled and noisy data sequences, …

Reinforcement learning in continuous time and space: A stochastic control approach

H Wang, T Zariphopoulou, XY Zhou - Journal of Machine Learning …, 2020 - jmlr.org
… We consider reinforcement learning (RL) in continuous time with continuous feature and …
formulation for the feature dynamics that captures learning under exploration, with the resulting …

Reinforcement learning in continuous time: Advantage updating

LC Baird - Proceedings of 1994 IEEE International Conference …, 1994 - ieeexplore.ieee.org
… is applicable to reinforcement learning systems working in continuous time (or discrete time
with small time steps) for which standard algorithms such as Q-learning are not applicable. …

Reinforcement learning methods for continuous-time Markov decision problems

S Bradtke, M Duff - Advances in neural information …, 1994 - proceedings.neurips.cc
… ) - extending the domain of applicability to continuous time. This effort was originally motivated
by the desire to apply reinforcement learning methods to problems of adaptive control of …

Continuous-time reinforcement learning control: A review of theoretical results, insights on performance, and needs for new designs

BA Wallace, J Si - … on Neural Networks and Learning Systems, 2023 - ieeexplore.ieee.org
This exposition discusses continuous-time reinforcement learning (CT-RL) for the control of
affine nonlinear systems. We review four seminal methods that are the centerpieces of the …

Continuous-time reinforcement learning for robust control under worst-case uncertainty

A Perrusquía, W Yu - International Journal of Systems Science, 2021 - Taylor & Francis
… ) are unknown, we can use reinforcement learning to obtain an optimal and robust control …
(15) The above expression can be written as the integral reinforcement learning (IRL) form (16…

Continuous-time reinforcement learning approach for portfolio management with time penalization

M García-Galicia, AA Carsteanu… - Expert Systems with …, 2019 - Elsevier
… of policy optimization in the context of continuous-time Reinforcement Learning (RL), a branch
… The underlying asset portfolio process is assumed to possess a continuous-time discrete-…

[PDF][PDF] Continuous-time hierarchical reinforcement learning

M Ghavamzadeh, S Mahadevan - ICML, 2001 - researchgate.net
… This paper generalizes the MAXQ method to continuous-time discounted and … reinforcement
learning algorithms: continuous-time discounted reward MAXQ and continuous-time

Reinforcement learning using a continuous time actor-critic framework with spiking neurons

N Frémaux, H Sprekeler… - PLoS computational …, 2013 - journals.plos.org
continuous time. Next, we show how spiking neurons can implement a critic, to represent and
learn … Third, we discuss a spiking neuron actor, and how it can represent and learn a policy…