Exploratory Optimal Stopping: A Singular Control Formulation

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dianetti, Jodi, Ferrari, Giorgio, Xu, Renyuan
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Machine Learning Mathematical Finance 35F21, 49-XX, 68T05, 93E35
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2408.09335