Data-driven rules for multidimensional reflection problems

11 November 2023

Papers citing "Data-driven rules for multidimensional reflection problems"

3 / 3 papers shown

Title
Learning to steer with Brownian noise Stefan Ankirchner Sören Christensen Jan Kallsen Philip Le Borne Stefan Perko 24 0 0 04 Oct 2024
Exploratory Optimal Stopping: A Singular Control Formulation Jodi Dianetti Giorgio Ferrari Renyuan Xu 26 3 0 18 Aug 2024
Data-driven optimal stopping: A pure exploration analysis Soren Christensen Niklas Dexheimer C. Strauch 38 2 0 10 Dec 2023