Search Results for author: Michael Giegrich

Found 2 papers, 1 papers with code

$K$-Nearest-Neighbor Resampling for Off-Policy Evaluation in Stochastic Control

1 code implementation7 Jun 2023 Michael Giegrich, Roel Oomen, Christoph Reisinger

In this paper, we propose a novel $K$-nearest neighbor resampling procedure for estimating the performance of a policy from historical data containing realized episodes of a decision process generated under a different policy.

counterfactual Off-policy evaluation

Convergence of policy gradient methods for finite-horizon exploratory linear-quadratic control problems

no code implementations1 Nov 2022 Michael Giegrich, Christoph Reisinger, Yufei Zhang

We study the global linear convergence of policy gradient (PG) methods for finite-horizon continuous-time exploratory linear-quadratic control (LQC) problems.

Policy Gradient Methods

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