1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.OC2021★ 1 cited
Exploratory HJB equations and their convergence
Wenpin Tang, Paul Yuming Zhang, Xun Yu Zhou
We study the exploratory Hamilton--Jacobi--Bellman (HJB) equation arising from the entropy-regularized exploratory control problem, which was formulated by Wang, Zariphopoulou and…
econ.TH2019
Parallel Search for Information
T. Tony Ke, Wenpin Tang, J. Miguel Villas-Boas +1
We consider the problem of a decision-maker searching for information on multiple alternatives when information is learned on all alternatives simultaneously. The decision-maker ha…