Control randomisation approach for policy gradient and application to reinforcement learning in optimal switching (Q6657507)

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scientific article; zbMATH DE number 7962330
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Control randomisation approach for policy gradient and application to reinforcement learning in optimal switching
scientific article; zbMATH DE number 7962330

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    Control randomisation approach for policy gradient and application to reinforcement learning in optimal switching (English)
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    6 January 2025
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    reinforcement learning in continuous time
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    policy gradient
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    control randomization
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    actor-critic algorithms
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    optimal switching
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