arxivcs.LG2026-06-27
Entropy Regularized Reinforcement Learning for Zero-Sum Stochastic Differential Games in a Regime-Switching Jump-Diffusion Process
Congde Hu, Zhuo Jin, Danping Li, Lin Xu
To address parameter misspecification and sudden structural environmental changes in conventional stochastic differential game (SDG) frameworks, this paper introduces a distributional control approach that characterizes optimal strategies as probability distributions over actions…