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20212026
most citedReinforcement Learning for optimal dividend problem under diffusion model

1 citations · 2 across the 3 of their papers we have counts for

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cs.LG2026

Learning to Solve Stochastic Controls with Unknown Drifts and Running Rewards: Theory, Algorithms and Convergence

Jin Ma, Gaozhan Wang, Jianfeng Zhang +1

We study continuous-time and possibly high-dimensional stochastic control problems where drift coefficients and running reward functions are unknown. Due to these missing model pri…