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Control randomisation approach for policy gradient and application to
  reinforcement learning in optimal switching

Control randomisation approach for policy gradient and application to reinforcement learning in optimal switching

27 April 2024
R. Denkert
Huyen Pham
X. Warin
ArXivPDFHTML

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
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
Exploratory Optimal Stopping: A Singular Control Formulation
Jodi Dianetti
Giorgio Ferrari
Renyuan Xu
31
3
0
18 Aug 2024
1