1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.OC2026★ 1 cited
Reinforcement Learning for optimal dividend problem under diffusion model
Lihua Bai, Thejani Gamage, Jin Ma +1
In this paper, we study the optimal dividend problem under the continuous time diffusion model with the bounded dividend rate from the Reinforcement Learning (RL) perspective. Unli…
math.OC2025
Convergence Analysis for Entropy-Regularized Control Problems: A Probabilistic Approach
Jin Ma, Gaozhan Wang, Jianfeng Zhang
In this paper we investigate the convergence of the Policy Iteration Algorithm (PIA) for a class of general continuous-time entropy-regularized stochastic control problems. In part…