2 papers
cs.LG2026
Adaptive Partitioning and Learning for Stochastic Control of Diffusion Processes
Hanqing Jin, Renyuan Xu, Yanzhao Yang
We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings th…
math.OC2026
General Optimal Stopping without Time Consistency
Hanqing Jin, Yanzhao Yang
In this paper, we propose a new framework for solving a general dynamic optimal stopping problem without time consistency. A sophisticated solution is proposed and is well-defined…