Work

Value-Aware Estimation of Diffusion Systems for Continuous-Time Reinforcement Learning: Surrogate Loss and Financial Application

Year: 2025

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.5124980

Authors: Lingfei Li, Boyu Wang, Bo Wu

Institution: Chinese University of Hong Kong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4407174356

Cites: 32

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Related to: 10