Temporal difference learning for high-dimensional PIDEs with jumps
type: Item
instance of: scholarly article
title: Temporal difference learning for high-dimensional PIDEs with jumps
zbMATH Open document ID: 1545.65044
author: Liwei Lu
author: Hailong Guo
author: Xu Yang
author: Yi Zhu
published in: SIAM Journal on Scientific Computing
publication date: 2024-07-19T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60J76
Mathematics Subject Classification ID: 45K05
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 68T07
zbMATH DE Number: 7883829
zbMATH Keywords: Lévy motion
zbMATH Keywords: reinforcement learning
zbMATH Keywords: partial integro-differential equation
zbMATH Keywords: temporal difference learning
MaRDI profile type: Publication
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DOI: 10.1137/23M1584538
description: scientific article; zbMATH DE number 7883829