Yang, Huining
- Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon
2020/11/20 by Hambly, Ben, Xu, Renyuan, Yang, Huining · 10 citations
#37N35 #68Q32 #68T05 #91Bxx #93E35 #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Statistical Finance (q-fin.ST)
- Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games
2021/07/27 by Ben Hambly, Renyuan Xu, Hambly, Ben +3 · 4 citations
Computer Science · Decision Sciences · #Adaptive Dynamic Programming Control #Advanced Bandit Algorithms Research #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Reinforcement Learning in Robotics