Data-driven rules for multidimensional reflection problems
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Publication:6645137
DOI10.1137/23m1618570MaRDI QIDQ6645137
Asbjørn Holk Thomsen, Lukas Trottner, Sören Christensen
Publication date: 28 November 2024
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
shape optimizationreinforcement learningnonparametric statisticsreversible diffusionsstochastic singular controlexploration versus exploitation
Learning and adaptive systems in artificial intelligence (68T05) Optimal stochastic control (93E20) Diffusion processes (60J60) Optimization of shapes other than minimal surfaces (49Q10)
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