Continuous-time q-Learning for Jump-Diffusion Models under Tsallis Entropy

4 July 2024

Papers citing "Continuous-time q-Learning for Jump-Diffusion Models under Tsallis Entropy"

4 / 4 papers shown

Title
Exploratory Utility Maximization Problem with Tsallis Entropy Chen Ziyi Gu Jia-wen 58 0 0 03 Feb 2025
Reinforcement Learning for Jump-Diffusions, with Financial Applications Xuefeng Gao Lingfei Li X. Zhou 41 1 0 08 Jan 2025
Robust Reinforcement Learning under Diffusion Models for Data with Jumps Chenyang Jiang Donggyu Kim Alejandra Quintos Yazhen Wang 74 0 0 18 Nov 2024
Data-Driven Merton's Strategies via Policy Randomization Min Dai Yuchao Dong Yanwei Jia Xun Yu Zhou 33 10 0 19 Dec 2023