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We study the exploratory Hamilton--Jacobi--Bellman (HJB) equation arising from the entropy-regularized exploratory control problem, which was formulated by Wang, Zariphopoulou and Zhou (J.
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The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations
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Distances between stationary distributions of diffusions and the solvability of nonlinear Fokker-Planck-Kolmogorov equations
V. I. Bogachev, A. I. Kirillov, and S. V. Shaposhnikov · 2017
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Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
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L. C. Evans · 2010
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Entropy regularization for mean field games with learning
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S. Koike and O. Ley · 2011
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Verification theorems for stochastic optimal control problems via a time dependent Fukushima-Dirichlet decomposition
F. Gozzi and F. Russo
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The Poisson equation and estimates for distances between stationary distributions of diffusions
V. I. Bogachev, M. Röckner, and S. V. Shaposhnikov · 2018
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Reinforcement learning: an introduction
R. S. Sutton and A. G. Barto · 2018
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Exponential ergodicity and convergence for generalized reflected Brownian motion
W. Tang · 2019
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Continuous-time mean-variance portfolio selection: a reinforcement learning framework
H. Wang and X. Y. Zhou · 2020
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Reinforcement learning in continuous time and space: A stochastic control approach
H. Wang, T. Zariphopoulou, and X. Y. Zhou · 2020
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Curse of optimality, and how do we break it
X. Y. Zhou · 2021
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