scientific article; zbMATH DE number 7307478
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Cited in
(32)- Survey on multi-period mean-variance portfolio selection model
- Tail probability estimates of continuous-time simulated annealing processes
- Policy iterations for reinforcement learning problems in continuous time and space -- fundamental theory and methods
- Reinforcement learning for a class of continuous-time input constrained optimal control problems
- The reinforcement learning Kelly strategy
- Continuous‐time receding‐horizon reinforcement learning and its application to path‐tracking control of autonomous ground vehicles
- Exploratory HJB equations and their convergence
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- Exploratory LQG mean field games with entropy regularization
- Recent advances in reinforcement learning in finance
- Reinforcement learning and stochastic optimisation
- Robust risk-aware reinforcement learning
- Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
- Connecting stochastic optimal control and reinforcement learning
- Uncertainty quantification and exploration for reinforcement learning
- Logarithmic regret bounds for continuous-time average-reward Markov decision processes
- Regularity and stability of feedback relaxed controls
- Optimal Scheduling of Entropy Regularizer for Continuous-Time Linear-Quadratic Reinforcement Learning
- Recent developments in machine learning methods for stochastic control and games
- Learning equilibrium mean‐variance strategy
- Choquet Regularization for Continuous-Time Reinforcement Learning
- Exploratory Control with Tsallis Entropy for Latent Factor Models
- Approximate Q Learning for Controlled Diffusion Processes and Its Near Optimality
- Convergence of policy gradient methods for finite-horizon exploratory linear-quadratic control problems
- State-Dependent Temperature Control for Langevin Diffusions
- Control randomisation approach for policy gradient and application to reinforcement learning in optimal switching
- Continuous time q-learning for mean-field control problems
- Two Time-Scale Stochastic Approximation with Controlled Markov Noise and Off-Policy Temporal-Difference Learning
- A stochastic maximum principle approach for reinforcement learning with parameterized environment
- \(N\)-player and mean-field games in Itô-diffusion markets with competitive or homophilous interaction
- Mean-field linear-quadratic stochastic differential games
- Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games
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