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2404.17939
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Control randomisation approach for policy gradient and application to reinforcement learning in optimal switching
27 April 2024
R. Denkert
Huyen Pham
X. Warin
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Papers citing
"Control randomisation approach for policy gradient and application to reinforcement learning in optimal switching"
3 / 3 papers shown
Title
Reinforcement Learning for Jump-Diffusions, with Financial Applications
Xuefeng Gao
Lingfei Li
X. Zhou
46
1
0
08 Jan 2025
Robust Reinforcement Learning under Diffusion Models for Data with Jumps
Chenyang Jiang
Donggyu Kim
Alejandra Quintos
Yazhen Wang
79
0
0
18 Nov 2024
Exploratory Optimal Stopping: A Singular Control Formulation
Jodi Dianetti
Giorgio Ferrari
Renyuan Xu
31
3
0
18 Aug 2024
1