most citedControl randomisation approach for policy gradient and application to reinforcement learning in optimal switching

1 citations · 1 across the 4 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

1 paper · 1 filter

q-fin.MF2023

Mean-field control problems with multi-dimensional singular controls

Robert Denkert, Ulrich Horst

We consider extended mean-field control problems with multi-dimensional singular controls. A key challenge when analysing singular controls are jump costs. When controls are one-di…