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Author

Mart'in Hern'andez

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#machine learning Jun 2026

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

A first-order consistency estimate is proved showing that the value induced by an optimal MF-PhiBE policy approximates the optimal continuous-time value as the observation time step vanishes, and a policy-gradient theorem for entropy-regularized randomized feedback policies is derived.

Erhan Bayraktar, Mart'in Hern'andez, Qin-Xin Yan et al. · 1 citation

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