3 papers
math.PR2026
Mean convergence for Banach space-valued random elements indexed in measure spaces
Nguyen Thi Kim Sang, Nguyen Tran Thuan
This article studies mean convergence of Banach space-valued random elements indexed in a family of finite measure spaces. We derive -convergence theorems under (compact) unif…
stat.ML2024
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…
math.OC2023
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…