arxivcs.LG2026-06-27
Entropy-Regularized Reinforcement Learning for Linear-Quadratic Stackelberg Differential Games in Regime-Switching Diffusion Models
Congde Hu, Danping Li, Lin Xu, Wenying Xu
Stackelberg differential games (SDGs) provide a powerful framework for hierarchical decision-making in stochastic and continuous-time environments, yet their solution remains computationally challenging due to the complexity of traditional dynamic programming and Hamilton-Jacobi-…