20 citations · 57 across the 19 of their papers we have counts for
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math.OC2018★ 20 cited
Exploration versus exploitation in reinforcement learning: a stochastic control approach
Haoran Wang, Thaleia Zariphopoulou, Xunyu Zhou
We consider reinforcement learning (RL) in continuous time and study the problem of achieving the best trade-off between exploration of a black box environment and exploitation of…
math.OC2018★ 1 cited
An approximation scheme for semilinear parabolic PDEs with convex and coercive Hamiltonians
Shuo Huang, Gechun Liang, Thaleia Zariphopoulou
We propose an approximation scheme for a class of semilinear parabolic equations that are convex and coercive in their gradients. Such equations arise often in pricing and portfoli…