Rlopt
Published:
title: “Solving optimal stopping problems with Deep Q-Learning” collection: publications permalink: /publication/2020-24-01-rlopt excerpt: ‘This paper is about application of reinforcement learning in the context of stopping problem in finance.’ date: 2021-01-24 venue: ‘’ paperurl: ‘https://arxiv.org/pdf/2101.09682 .pdf’ citation: ‘Hediger et al. (2019). "On the Use of Random Forest for Two-Sample Testing. " arXiv preprint.’ This paper is about application of reinforcement learning in the context of stopping problem in finance..
Recommended citation: Ery et al. (2020). “Solving optimal stopping problems with Deep Q-Learning” arXiv preprint.