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Felizardo et al., 2022 - Google Patents

Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise

Felizardo et al., 2022

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Document ID
8714713430659745142
Author
Felizardo L
Matsumoto E
Del-Moral-Hernandez E
Publication year
Publication venue
2022 International Joint Conference on Neural Networks (IJCNN)

External Links

Snippet

The optimal stopping problem is a category of decision problems with a specific constrained configuration. It is relevant to various real-world applications such as finance and management. To solve the optimal stopping problem, state-of-the-art algorithms in dynamic …
Continue reading at arxiv.org (PDF) (other versions)

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