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Learning Merton’s Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration
Presenter
- XunYu Zhou
February 5, 2024
IMSI
Policy Evaluation, Policy Gradient, and Actor-Critic Learning in Continuous Time and Space
Presenter
- Xunyu Zhou
March 29, 2022
IMSI
Stopping Behaviors of Naive and Non-Committed Sophisticated Agents
Presenter
- Xunyu Zhou
June 13, 2018
IMA
Beyond Poisson-Boltzmann approach in macromolecules electrostatics
Presenter
- Xueyu Song
October 13, 2015
MBI
Fast policy learning for linear quadratic control with entropy regularization
Presenter
- Xin Guo
February 8, 2024
IMSI