2 papers
quant-ph2026
Learning PDEs for Portfolio Optimization with Quantum Physics-Informed Neural Networks
Letao Wang, Abdel Lisser, Sreejith Sreekumar +1
Partial differential equations (PDEs) play a crucial role in financial mathematics, particularly in portfolio optimization, and solving them using classical numerical or neural net…
math.OC2025
Convex Approximations of Random Constrained Markov Decision Processes
V Varagapriya, Vikas Vikram Singh, Abdel Lisser
Constrained Markov decision processes (CMDPs) are used as a decision-making framework to study the long-run performance of a stochastic system. It is well-known that a stationary o…