Jervis Pinto

Reinforcement Learning · 2009

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Reinforcement Learning — 5 citations into it

Whom Jervis Pinto trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Csaba Szepesvari
2. Dimitri P. Bertsekas

Papers from Jervis Pinto's perspective

Ordered by how strongly the researchers Jervis Pinto trusts endorse each paper. Same corpus, a different order for every researcher.

1. Valuing American Options by Simulation: A Simple Least-Squares Approach
2. Neuro-Dynamic Programming
3. The Linear Programming Approach to Approximate Dynamic Programming
4. Interpolation-based Q-learning
5. Monte Carlo valuation of American options
6. Regression methods for pricing complex American-style options (IEEE Trans. Neural Networks)
7. Pricing American Options: A Duality Approach (Operational Research)
8. Monte Carlo Methods in Financial Engineering
9. Optimization by Vector Space Methods
10. Parallel and distributed computation

Their papers

• A New Learning Algorithm for Optimal Stopping (2009) — 11 citations