A New Learning Algorithm for Optimal Stopping.

Vivek S. Borkar Jervis Pinto Tarun Prabhu

Published in: Discret. Event Dyn. Syst. (2009)

Keyphrases

optimal stopping
learning algorithm
finite horizon
brownian motion
training data
reinforcement learning
differential equations
stochastic process
image processing
diffusion process
search space
learning problems
optimal control