Entropy-Regularized Reinforcement Learning for Linear-Quadratic Stackelberg Differential Games in Regime-Switching Diffusion Models

arXiv:2606.28671v1 Announce Type: new Abstract: 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-Bellman-Isaacs (HJBI) methods, especially in high-dimensional systems. This paper proposes an entropy-regularized reinforcement learning (ERRL) approach for linear-quadratic SDGs (LQ-SDGs) within a continuous-time diffusion framework governed by Markovian regime switching

Source: arXiv cs.LG — read the full report at the original publisher.

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