Solving Elliptic Equations with Brownian Motion: Bias Reduction and Temporal Difference Learning.
Cameron MartinHongyuan ZhangJulia CostacurtaMihai NicaAdam R. StinchcombePublished in: CoRR (2020)
Keyphrases
- temporal difference learning
- brownian motion
- differential equations
- function approximation
- stochastic differential equations
- fixed point
- stochastic process
- reinforcement learning
- optimal control
- game playing
- evaluation function
- diffusion process
- closed form solutions
- stochastic processes
- vector valued
- poisson process
- partial differential equations
- dynamical systems
- mathematical model
- temporal difference
- heavy traffic
- multiscale