Preprint
Aug 2026
Reinforcement Learning for Continuous-Time Jump Markov Decision Processes with Applications to Network Dynamic Pricing
Numerical experiments in network dynamic pricing show that the proposed RL algorithm reliably learns near-optimal policies and consistently outperforms standard benchmark methods, demonstrating superior solution quality and effective scalability to large-scale network instances.
Hui-Ling Meng, Ning-Yuan Chen, Xue-Feng Gao
· 1 citation