Continuous-time reinforcement learning for optimal switching over multiple regimes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Huang, Yijie, Li, Mengge, Yu, Xiang, Zhou, Zhou
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Machine Learning Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.04697