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

arXiv:2407.03888v4 Announce Type: replace-cross Abstract: This paper studies the continuous-time reinforcement learning in jump-diffusion models by featuring the q-learning (the continuous-time counterpart of Q-learning) under Tsallis entropy regularization. Contrary to the Sh...

🔗 Read more: https://arxiv.org/abs/2407.03888

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