On the grid-sampling limit SDE

Christian Bender; Nguyen Tran Thuan

On the grid-sampling limit SDE

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arxiv 2410.07778 v1 pith:33XBLH2H submitted 2024-10-10 stat.ML cs.LGmath.PR

Christian Bender , Nguyen Tran Thuan This is my paper · ORCID

classification stat.MLcs.LGmath.PR

keywords grid-samplingcontinuous-timediscussexplorationfurtherintroducedjumpslearning

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In our recent work [3] we introduced the grid-sampling SDE as a proxy for modeling exploration in continuous-time reinforcement learning. In this note, we provide further motivation for the use of this SDE and discuss its wellposedness in the presence of jumps.

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