Exploratory Optimal Stopping: A Singular Control Formulation

arXiv:2408.09335v3 Announce Type: replace-cross Abstract: This paper explores continuous-time and state-space optimal stopping problems from a reinforcement learning perspective. We begin by formulating the stopping problem using randomized stopping times, where the decision m...

🔗 Read more: https://arxiv.org/abs/2408.09335

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