500 W. 120th Street #315
New York, NY 10027
Columbia University - Department of Industrial Engineering and Operations Research
Asymmetric Information Game, Bayesian Statistics, Economic Forecasting, Public Disclosure
asset allocation; reinforcement learning; equilibrium mean variance analysis; entropy
prediction markets, public opinion polls, information aggregation
Continuous time and space, reinforcement learning, policy evaluation, temporal difference, martingale.
Reinforcement learning, continuous time and space, policy gradient, policy evaluation, actor–critic algorithms, martingale.
continuous-time reinforcement learning, entropy regularization, policy improvement, q-function, martingale, Hamiltonian
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