Learning to reflect: a unifying approach for data-driven stochastic control strategies (Q6565314)
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scientific article; zbMATH DE number 7874412
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| English | Learning to reflect: a unifying approach for data-driven stochastic control strategies |
scientific article; zbMATH DE number 7874412 |
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Learning to reflect: a unifying approach for data-driven stochastic control strategies (English)
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2 July 2024
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data-driven singular control
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diffusion processes
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exploration vs. exploitation
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Lévy processes
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nonparametric statistics
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overshoots
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reinforcement learning
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sup-norm risk
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