Login / Signup

Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise.

Leonardo Kanashiro FelizardoElia Yathie MatsumotoEmilio Del-Moral-Hernandez
Published in: IJCNN (2022)
Keyphrases
  • optimal stopping
  • reinforcement learning
  • finite horizon
  • brownian motion
  • optimal policy
  • machine learning
  • optimal control
  • decision making
  • markov decision processes
  • markov decision process