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cs.LG2025
Continuous Q-Score Matching: Diffusion Guided Reinforcement Learning for Continuous-Time Control
Chengxiu Hua, Jiawen Gu, Yushun Tang
Reinforcement learning (RL) has achieved significant success across a wide range of domains, however, most existing methods are formulated in discrete time. In this work, we introd…
cs.LG2025
Exploratory Utility Maximization Problem with Tsallis Entropy
Chen Ziyi, Gu Jia-wen
We study expected utility maximization problem with constant relative risk aversion utility function in a complete market under the reinforcement learning framework. To induce expl…