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Titsias, Jonathan Schwarz, Alexander G

2 Pith papers cite this work. Polarity classification is still indexing.

2 Pith papers citing it

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cs.CL 1 cs.LG 1

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2026 2

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UNVERDICTED 2

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Continuous-time Optimal Stopping through Deep Reinforcement Learning

cs.LG · 2026-06-16 · unverdicted · novelty 7.0

CARLOS employs an aggregate deep neural network trained on progressively finer time grids with adaptive sampling to learn continuous-time exercise boundaries for optimal stopping, delivering higher values than discrete Bermudan methods.

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