activity
20202026
most citedMean-Variance Efficient Reinforcement Learning with Applications to Dynamic Financial Investment

1 citations · 1 across the 4 of their papers we have counts for

collaborators

5 papers

cs.GT2026

Thompson Sampling for Learning in Zero-Sum Games

Kenshi Abe, Kaito Ariu, Po-An Wang

Thompson sampling (TS) achieves logarithmic and asymptotically optimal regret in classical stochastic bandits, but its behavior in multi-agent learning remains less understood. We…

stat.ML2025

Policy Testing in Markov Decision Processes

Kaito Ariu, Po-An Wang, Alexandre Proutiere +1

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to dec…

cs.CL2025

Evaluation of Best-of-N Sampling Strategies for Language Model Alignment

Yuki Ichihara, Yuu Jinnai, Tetsuro Morimura +4

Best-of-N (BoN) sampling with a reward model has been shown to be an effective strategy for aligning Large Language Models (LLMs) with human preferences at the time of decoding. Bo…

cs.LG2022

Policy Gradient Algorithms with Monte Carlo Tree Learning for Non-Markov Decision Processes

Tetsuro Morimura, Kazuhiro Ota, Kenshi Abe +1

Policy gradient (PG) is a reinforcement learning (RL) approach that optimizes a parameterized policy model for an expected return using gradient ascent. While PG can work well even…

cs.LG2020★ 1 cited

Mean-Variance Efficient Reinforcement Learning with Applications to Dynamic Financial Investment

Masahiro Kato, Kei Nakagawa, Kenshi Abe +2

This study investigates the mean-variance (MV) trade-off in reinforcement learning (RL), an instance of the sequential decision-making under uncertainty. Our objective is to obtain…