2 papers
math.OC2024
Robust Reward Design for Markov Decision Processes
Shuo Wu, Haoxiang Ma, Jie Fu +1
The problem of reward design examines the interaction between a leader and a follower, where the leader aims to shape the follower's behavior to maximize the leader's payoff by mod…
q-fin.PM2023
Optimizing Investment Strategies with Lazy Factor and Probability Weighting: A Price Portfolio Forecasting and Mean-Variance Model with Transaction Costs Approach
Shuo Han, Yinan Chen, Jiacheng Liu
Market traders often engage in the frequent transaction of volatile assets to optimize their total return. In this study, we introduce a novel investment strategy model, anchored o…