Valentio Iverson

Provably Efficient Reinforcement Learning in Continuous-Time Episodic MDPs with Poisson Decision Epochs

Many real-world reinforcement learning (RL) problems evolve in continuous time, where decisions occur at irregular, event-driven intervals rather than at fixed discrete steps. We study episodic continuous-time Markov Decision Processes (MDPs) in which decision epochs are governed by a homogeneous Poisson process and th...