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Ashley Davey

5 papers hereh-index 216 citations6 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4
  • middle author1

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • q-fin.CP2
  • q-fin.MF2
  • math.OC1

identity via Semantic Scholar / OpenAlex

activity
20202025
most citedDuality for optimal consumption with randomly terminating income

3 citations · 3 across the 4 of their papers we have counts for

collaborators
Showing 2025 · math.OCShow all

1 paper · 2 filters

math.OC2025

Convergence of Proximal Policy Gradient Method for Problems with Control Dependent Diffusion Coefficients

Ashley Davey, Harry Zheng

We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.