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20142023
most citedA Stochastic Maximum Principle Approach for Reinforcement Learning with Parameterized Environment

6 citations · 13 across the 10 of their papers we have counts for

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math.PR2022

Backward Stochastic Differential Equations and Backward Stochastic Volterra Integral Equations with Anticipating Generators

Hanxiao Wang, Jiongmin Yong, Chao Zhou

For a backward stochastic differential equation (BSDE, for short), when the generator is not progressively measurable, it might not admit adapted solutions, shown by an example. Ho…