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
Language | Label | Description | Also known as |
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English | Policy Gradient Learning Methods for Stochastic Control with Exit Time and Applications to Share Repurchase Pricing |
scientific article; zbMATH DE number 7746916 |
Statements
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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