בקרה אדפטיבית של תהליכי דיפוזיה

תקציר מקורי באנגליתarXiv:2512.14991v3 Announce Type: replace Abstract: We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations research. To overcome the challenges of continuous and high-dimensional domains, we introduce a model-based algorithm that adaptively partitions the joint state-action space. The algorithm maintains estimators of drift, volatility, and rewards within each partition, refining the discretization whenever estimation bias exceeds statistical confidence. This adaptive scheme balances exploration and approximation, enabling efficient learning in unbounded domains. Our analysis establishes regret bounds that depe