Reinforcement learning and stochastic optimisation
From MaRDI portal
Publication:2072112
DOI10.1007/s00780-021-00467-2zbMath1482.91225MaRDI QIDQ2072112
Publication date: 1 February 2022
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-021-00467-2
68T07: Artificial neural networks and deep learning
93E20: Optimal stochastic control
91G80: Financial applications of other theories
91A15: Stochastic games, stochastic differential games
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Uses Software
Cites Work
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