Huining Yang

University of Oxford - Mathematical Institute

Radcliffe Observatory, Andrew Wiles Building

Woodstock Rd

Oxford, Oxfordshire OX2 6GG

United Kingdom

  • University of Oxford - Mathematical Institute

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Recent Advances in Reinforcement Learning in Finance

Number of pages: 64 Posted: 28 Nov 2021 Last Revised: 16 Aug 2022
Ben M. Hambly, Renyuan Xu and Huining Yang
University of Oxford - St. Ann's College, University of Southern California - Epstein Department of Industrial & Systems Engineering and University of Oxford - Mathematical Institute
Downloads 1,871 (12,630)

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Reinforcement Learning, Finance, Machine Learning, Quantitative Finance, Stochastic Control

2.

Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon

Number of pages: 49 Posted: 09 Jan 2021 Last Revised: 02 Aug 2021
Ben M. Hambly, Renyuan Xu and Huining Yang
University of Oxford - St. Ann's College, University of Southern California - Epstein Department of Industrial & Systems Engineering and University of Oxford - Mathematical Institute
Downloads 299 (143,243)

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Linear-quadratic regulator, reinforcement learning, policy gradient method, stochastic control, optimal execution, optimal liquidation

3.

Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games

Number of pages: 48 Posted: 02 Aug 2021 Last Revised: 21 Jul 2022
Ben M. Hambly, Renyuan Xu and Huining Yang
University of Oxford - St. Ann's College, University of Southern California - Epstein Department of Industrial & Systems Engineering and University of Oxford - Mathematical Institute
Downloads 167 (249,995)

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Multi-agent reinforcement learning, linear-quadratic games, policy gradient methods, general-sum games, N-player games