A Policy Gradient Framework for Stochastic Optimal Control Problems with Global Convergence GuaranteeSIAM Journal of Control and Optimization (SICON), 2023 |
Convergence of policy gradient methods for finite-horizon exploratory
linear-quadratic control problemsSIAM Journal of Control and Optimization (SICON), 2022 |
Robust Risk-Aware Reinforcement LearningSIAM Journal on Financial Mathematics (SIFIN), 2021 |