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SSRNML & AI Methods

QLearning and HJB

The article explores the relationship between Q-learning and the HamiltonJacobiBellman equation, discussing the conditions needed for the existence, uniqueness, and stability of viscosity solutions and Q-learning's convergence.

Featured in No. 81 on 8 Jan 2025 · 3 days after release

Released
5 Jan 2025
First featured
No. 81 · 8 Jan 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
15
Identifier
SSRN 5083336

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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