# Approximation of Convex Envelope Using Reinforcement Learning

arXiv: https://arxiv.org/abs/2311.14421 · HTML: https://mlsanity.com/paper/2311.14421/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 0 of its 15 references that are in the map.
- First posted on arXiv 24 Nov 2023.

## Abstract (arXiv)

Oberman gave a stochastic control formulation of the problem of estimating the convex envelope of a non-convex function. Based on this, we develop a reinforcement learning scheme to approximate the convex envelope, using a variant of Q-learning for controlled optimal stopping. It shows very promising results on a standard library of test problems.