Exploratory Control with Tsallis Entropy for Latent Factor Models

DOI10.1137/22m153505xarXiv2211.07622WikidataQ128694921 ScholiaQ128694921MaRDI QIDQ6200515

Sebastian Jaimungal, Ryan Donnelly

Publication date: 22 March 2024

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2211.07622

zbMATH Keywords

stochastic controlreinforcement learningentropy regularizationexploratory control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Measures of information, entropy (94A17)

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