HDSI Seminar – Xiaofei Shi- Continuous-time Reinforcement Learning with Forward-Backward Stochastic Differential Equations
Halıcıoğlu Data Science Institute (HDSI), Room 123, 3234 Matthews Ln, La Jolla, CA, 92093, United StatesWhen Monday April 7th 1:00pm Where: HDSI 1st Floor Multipurpose Room 123 Title: Continuous-time Reinforcement Learning with Forward-Backward Stochastic Differential Equations Abstract: In this talk we introduce a mathematical formulation of reinforcement learning problem with a system of forward-backward stochastic differential equations (FBSDEs). With the Deep FBSDE Solver proposed by Han, Jentzen, and E (2018), […]
