Sebastien Lleo

1. Reinforcement Learning for Risk-Sensitive Investment Management: a Free Energy--Entropy Duality Approach
   2026/06/18 by Sebastien Lleo, Wolfgang Runggaldier · 1 voice
   Economics, Econometrics and Finance · Mathematics · #q-fin.PM #math.OC
2. Risk-Sensitive Investment Management via Free Energy-Entropy Duality
   2026/04/16 by Sebastien Lleo, Wolfgang Runggaldier · 1 voice · 1 citation
   Economics, Econometrics and Finance · Mathematics · #q-fin.PM #math.OC
3. Exploratory Randomization for Discrete-Time Risk-Sensitive Benchmarked Investment Management with Reinforcement Learning
   2026/02/28 by Sebastien Lleo, Wolfgang Runggaldier · 1 voice · 1 citation
   Economics, Econometrics and Finance · Mathematics · #q-fin.PM #math.OC