Reinforcement Learning for Jump-Diffusions.
Xuefeng GaoLingfei LiXun Yu ZhouPublished in: CoRR (2024)
Keyphrases
- reinforcement learning
- function approximation
- temporal difference
- anisotropic diffusion
- markov chain
- reinforcement learning algorithms
- machine learning
- diffusion processes
- learning process
- markov decision processes
- data sets
- state space
- dynamic programming
- markov decision process
- brownian motion
- action space
- vector valued
- transition model
- model free
- optimal control
- learning problems
- learning algorithm
- neural network