Learning to reflect: A unifying approach for data-driven stochastic control strategies

23 April 2021

Papers citing "Learning to reflect: A unifying approach for data-driven stochastic control strategies"

7 / 7 papers shown

Title
Learning to steer with Brownian noise Stefan Ankirchner Sören Christensen Jan Kallsen Philip Le Borne Stefan Perko 67 0 0 04 Oct 2024
Exploratory Optimal Stopping: A Singular Control Formulation Jodi Dianetti Giorgio Ferrari Renyuan Xu 67 4 0 18 Aug 2024
Estimation of parameters and local times in a discretely observed threshold diffusion model Sara Mazzonetto P. Pigato 19 1 0 11 Mar 2024
Data-driven optimal stopping: A pure exploration analysis Soren Christensen Niklas Dexheimer Claudia Strauch 66 2 0 10 Dec 2023
Data-driven rules for multidimensional reflection problems Soren Christensen Asbjorn Holk Thomsen Lukas Trottner 71 4 0 11 Nov 2023
Mixing it up: A general framework for Markovian statistics Niklas Dexheimer Claudia Strauch Lukas Trottner 97 9 0 31 Oct 2020
Nonparametric learning for impulse control problems Soren Christensen Claudia Strauch 48 3 0 20 Sep 2019