2 papers
math.OC2025
Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection
Jiayu Shen, Jia Liu, Zhiping Chen
This paper presents an innovative online portfolio selection model, situated within a meta-learning framework, that leverages a mixture policies strategy. The core idea is to simul…
math.OC2024
A dynamical neural network approach for distributionally robust chance constrained Markov decision process
Tian Xia, Jia Liu, Zhiping Chen
In this paper, we study the distributionally robust joint chance constrained Markov decision process. {Utilizing the logarithmic transformation technique,} we derive its determinis…