Yu, Pengqian

1. Model-based Deep Reinforcement Learning for Dynamic Portfolio Optimization
   2019/01/25 by P. L. Yu, Yu, Pengqian, Joon Sern Lee +7 · 4 citations
   Decision Sciences · Economics, Econometrics and Finance · #Advanced Bandit Algorithms Research #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #Financial Markets and Investment Strategies #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Stock Market Forecasting Methods
2. Approximate Value Iteration for Risk-aware Markov Decision Processes
   2017/01/05 by P. L. Yu, Yu, Pengqian, William B. Haskell +3 · 2 citations
   Decision Sciences · Mathematics · #FOS: Electrical engineering #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design #Risk and Portfolio Optimization #Systems and Control (eess.SY) #electronic engineering #information engineering
3. Distributionally Robust Counterpart in Markov Decision Processes
   2015/01/29 by Yu, Pengqian, Xu, Huan · 1 citation
   Business, Management and Accounting · Computer Science · Decision Sciences · #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Reinforcement Learning in Robotics #Risk and Portfolio Optimization #Supply Chain and Inventory Management #Systems and Control (eess.SY) #electronic engineering #information engineering
4. Distributionally Robust Optimization for Sequential Decision Making
   2018/01/15 by Chen, Zhi, Yu, Pengqian, Haskell, William B. · 1 citation
   #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Systems and Control (eess.SY) #electronic engineering #information engineering