RePEcML & AI Methods
Stochastic Control with Exit Time: Policy Gradient Learning
Policy Gradient Learning: The research shows that policy gradient methods for stochastic control with exit time outperform other techniques in share repurchase pricing and can adapt to realistic market conditions.
Featured in No. 16 on 21 Sep 2023 ·
- Released
- 12 Dec 2022
- First featured
- No. 16 · 21 Sep 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- RePEc:taf:apmtfi:v:29:y:2022:i:6:p:439-456
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