@article{JMLR:v21:19-144,
  author  = {Haoran Wang and Thaleia Zariphopoulou and Xun Yu Zhou},
  title   = {Reinforcement Learning in Continuous Time and Space: A Stochastic Control Approach},
  journal = {Journal of Machine Learning Research},
  year    = {2020},
  volume  = {21},
  number  = {198},
  pages   = {1--34},
  url     = {http://jmlr.org/papers/v21/19-144.html}
}