1 citations · 1 across the 4 of their papers we have counts for
4 papers
On the grid-sampling limit SDE
Christian Bender, Nguyen Tran Thuan
In our recent work [3] we introduced the grid-sampling SDE as a proxy for modeling exploration in continuous-time reinforcement learning. In this note, we provide further motivatio…
A random measure approach to reinforcement learning in continuous time
Christian Bender, Nguyen Tran Thuan
We present a random measure approach for modeling exploration, i.e., the execution of measure-valued controls, in continuous-time reinforcement learning (RL) with controlled diffus…
Superhedging Supermartingales
C. Bender, S. E. Ferrando, K. Gajewski +1
Supermartingales are here defined on a non-probabilistic setting and can be interpreted solely in terms of superhedging operations. The classical expectation operator is replaced b…
Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps
Christian Bender, Nguyen Tran Thuan
Motivated by the trade-off between exploitation and exploration in reinforcement learning, we study a continuous-time entropy-regularized mean variance portfolio selection problem…