Si segnala il seguente seminario a tutti gli interessati. Giovedì 12 Novembre 2026, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Jodi Dianetti, Università di Roma Tor Vergata. Title: Entropy regularization and reinforcement learning in optimal stopping problems. Abstract: We study continuous-time and state-space optimal stopping problems from a reinforcement learning perspective. We begin by formulating the stopping problem using randomized stopping times, where the decision maker's control is represented by the probability of stopping within a given time-specifically, a bounded, non-decreasing, càdlàg control process. To encourage exploration and facilitate learning, we introduce a regularized version of the problem by penalizing the performance criterion with the cumulative residual entropy of the randomized stopping time. The regularized problem takes the form of an (n+1)-dimensional degenerate singular stochastic control with finite-fuel, where the regularized free boundary becomes the graph of a function mapping the state variable of the original stopping problem into the probability of stopping. We address this singular control problem through the dynamic programming principle, which enables us to identify the unique optimal exploratory strategy. Finally, we propose both model-based and model-free reinforcement learning algorithms tailored for exploratory optimal stopping problems. We establish policy improvement guarantees for the proposed algorithms and we illustrate their convergence in some numerical experiments. This talk is based on a joint work together with Giorgio Ferrari and Renyuan Xu. Link Zoom: https://polimi-it.zoom.us/j/63898084147?pwd=zKWbV5MBCEGgcU8Vn0e0D8gfwWTgR4.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2788&sezione_di_ricerca=probstat&stringa=&submit=Submit#single ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa@polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa