activity
20142026
most citedLundberg-type inequalities for non-homogeneous risk models

2 citations · 3 across the 9 of their papers we have counts for

collaborators
Showing 2023 · math.OCShow all

1 paper · 2 filters

math.OC2023

Exploratory mean-variance portfolio selection with Choquet regularizers

Junyi Guo, Xia Han, Hao Wang

In this paper, we study a continuous-time exploratory mean-variance (EMV) problem under the framework of reinforcement learning (RL), and the Choquet regularizers are used to measu…