3 papers
q-fin.CP2025
FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance
Yang Li, Zhi Chen
Traditional stochastic control methods in finance struggle in real world markets due to their reliance on simplifying assumptions and stylized frameworks. Such methods typically pe…
q-fin.CP2025
FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance
Yang Li, Zhi Chen, Steve Y. Yang +1
Traditional stochastic control methods in finance rely on simplifying assumptions that often fail in real world markets. While these methods work well in specific, well defined sce…
math.OC2024
The Blessing of Strategic Customers in Personalized Pricing
Zhi Chen, Bradley Sturt, Weijun Xie
We consider a feature-based personalized pricing problem in which the buyer is strategic: given the seller's pricing policy, the buyer can augment the features that they reveal to…