Policy Gradient Learning Methods for Stochastic Control with Exit Time and Applications to Share Repurchase Pricing (Q6047091)

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scientific article; zbMATH DE number 7746916
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Policy Gradient Learning Methods for Stochastic Control with Exit Time and Applications to Share Repurchase Pricing
scientific article; zbMATH DE number 7746916

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    Policy Gradient Learning Methods for Stochastic Control with Exit Time and Applications to Share Repurchase Pricing (English)
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    9 October 2023
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    policy gradient
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    share repurchase pricing
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    exit time
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    reinforcement learning
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