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arXiv Machine Learning By Yijie Huang, Mengge Li, Xiang Yu, Zhou Zhou

Continuous-time reinforcement learning for optimal switching over multiple regimes

Read the original on arXiv Machine Learning →

arXiv:2512. 04697v3 Announce Type: replace-cross Abstract: This paper studies the continuous-time reinforcement learning (RL) for optimal switching problems across multiple regimes.

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