A Finite Sample Complexity Bound for Distributionally Robust Q-learningInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2023 |
Markov Decision Processes under Model UncertaintyMathematical Finance (Math. Finance), 2022 |
Policy Gradient Method For Robust Reinforcement LearningInternational Conference on Machine Learning (ICML), 2022 |
Deep Hedging of Derivatives Using Reinforcement LearningThe Journal of Financial Data Science (JFDS), 2019 |
Reinforcement Learning in Economics and FinanceComputational Economics (Comput. Econ.), 2020 |
Active Model Estimation in Markov Decision ProcessesConference on Uncertainty in Artificial Intelligence (UAI), 2020 |