Continuous-time q-learning in jump-diffusion models under Tsallis entropy
From MaRDI portal
Cites work
- \({\mathcal Q}\)-learning
- Acceptance–Rejection Sampling Made Easy
- Arbitrage-free XVA
- Choquet Regularization for Continuous-Time Reinforcement Learning
- Continuous time q-learning for mean-field control problems
- Convergence of policy gradient methods for finite-horizon exploratory linear-quadratic control problems
- Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity
- Exploratory Control with Tsallis Entropy for Latent Factor Models
- scientific article; zbMATH DE number 7307478 (Why is no real title available?)
- scientific article; zbMATH DE number 2220058 (Why is no real title available?)
- Jump-diffusions with controlled jumps: Existence and numerical methods
- Learning in games via reinforcement and regularization
- MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure
- McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
- Non-parametric estimation of the spiking rate in systems of interacting neurons
- On optimal tracking portfolio in incomplete markets: the reinforcement learning approach
- Optimal liquidation in dark pools
- Optimal Scheduling of Entropy Regularizer for Continuous-Time Linear-Quadratic Reinforcement Learning
- Option pricing when underlying stock returns are discontinuous
- Portfolio liquidation in dark pools in continuous time
- Possible generalization of Boltzmann-Gibbs statistics.
- Regularity and stability for the semigroup of jump diffusions with state-dependent intensity
- Reinforcement learning. An introduction
- Slice sampling. (With discussions and rejoinder)
- Stochastic flows and jump-diffusions
This page was built for publication: Continuous-time q-learning in jump-diffusion models under Tsallis entropy
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7392339)
