Optimal Stopping with Gaussian Processes.
Kshama DwarakanathDanial DervovicPeyman TavallaliSvitlana S. VyetrenkoTucker BalchPublished in: CoRR (2022)
Keyphrases
- gaussian processes
- optimal stopping
- brownian motion
- finite horizon
- gaussian process
- gaussian process regression
- stochastic process
- optimal control
- hyperparameters
- multi task
- differential equations
- optimal policy
- training data
- machine learning
- stochastic processes
- support vector machine
- search space
- bayesian networks