2 papers
math.OC2026
Risk-averse mean field games: exploitability and non-asymptotic analysis
Ziteng Cheng, Sebastian Jaimungal
In this paper, we use mean field games (MFGs) to investigate approximations of -player games (pGs) with uniformly symmetrically continuous heterogeneous closed-loop actions.…
stat.ML2025
Eliciting Risk Aversion with Inverse Reinforcement Learning via Interactive Questioning
Ziteng Cheng, Anthony Coache, Sebastian Jaimungal
We investigate a framework for robo-advisors to estimate non-expert clients' risk aversion using adaptive binary-choice questionnaires. We model risk aversion using cost functions…