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Exploration is essential for solving complex Reinforcement Learning (RL) tasks. Maximum State-Visitation Entropy (MSVE) formulates the exploration problem as a well-defined policy optimization problem whose solution aims at visiting all…

Within a framework of utmost generality, we show that the entropy maximization procedure with linear constraints uniquely leads to the Shannon-Boltzmann-Gibbs entropy. Therefore, the use of this procedure with linear constraints should not…

Statistical Mechanics · Physics 2018-05-01 Thomas Oikonomou , G. Baris Bagci

We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of nondominated probabilistic models of her endowment by…

Portfolio Management · Quantitative Finance 2019-02-12 Daniel Bartl

Efficient exploration remains a central challenge in reinforcement learning, serving as a useful pretraining objective for data collection, particularly when an external reward function is unavailable. A principled formulation of the…

Machine Learning · Computer Science 2026-03-16 Jacob Adamczyk , Adam Kamoski , Rahul V. Kulkarni

We study the sensitivity of the expected utility maximization problem in a continuous semi-martingale market with respect to small changes in the market price of risk. Assuming that the preferences of a rational economic agent are modeled…

Portfolio Management · Quantitative Finance 2017-05-24 Oleksii Mostovyi , Mihai Sîrbu

This paper addresses the problem of dynamic asset allocation under uncertainty, which can be formulated as a linear quadratic (LQ) control problem with multiplicative noise. To handle exploration exploitation trade offs and induce sparse…

Optimization and Control · Mathematics 2025-09-30 Haoran Zhang , Wenhao Zhang , Xianping Wu

In this paper, we study the optimal dividend problem under the continuous time diffusion model with the bounded dividend rate from the Reinforcement Learning (RL) perspective. Unlike the standard literature, our main focus will be on…

Optimization and Control · Mathematics 2026-03-30 Lihua Bai , Thejani Gamage , Jin Ma , Gaozhan Wang

In this paper we study a robust expected utility maximization problem with random endowment in discrete time. We give conditions under which an optimal strategy exists and derive a dual representation for the optimal utility. Our approach…

Portfolio Management · Quantitative Finance 2019-02-12 Daniel Bartl , Patrick Cheridito , Michael Kupper

Exploration is essential for reinforcement learning (RL). To face the challenges of exploration, we consider a reward-free RL framework that completely separates exploration from exploitation and brings new challenges for exploration…

Machine Learning · Computer Science 2020-12-11 Chuheng Zhang , Yuanying Cai , Longbo Huang , Jian Li

In recent years, learning for neural networks can be viewed as optimization in the space of probability measures. To obtain the exponential convergence to the optimizer, the regularizing term based on Shannon entropy plays an important…

Machine Learning · Statistics 2024-11-07 Keito Akiyama

We study a continuous-time expected utility maximization problem in which the investor at maturity receives the value of a contingent claim in addition to the investment payoff from the financial market. The investor knows nothing about the…

Mathematical Finance · Quantitative Finance 2023-07-17 Yunhong Li , Zuo Quan Xu , Xun Yu Zhou

This paper studies stability of the exponential utility maximization when there are small variations on agent's utility function. Two settings are considered. First, in a general semimartingale model where random endowments are present, a…

Portfolio Management · Quantitative Finance 2013-09-04 Hao Xing

The remarkable empirical performance of distributional reinforcement learning (RL) has garnered increasing attention to understanding its theoretical advantages over classical RL. By decomposing the categorical distributional loss commonly…

Machine Learning · Computer Science 2025-12-25 Ke Sun , Yingnan Zhao , Enze Shi , Yafei Wang , Xiaodong Yan , Bei Jiang , Linglong Kong

This paper explores continuous-time and state-space optimal stopping problems from a reinforcement learning perspective. We begin by formulating the stopping problem using randomized stopping times, where the decision maker's control is…

Optimization and Control · Mathematics 2026-03-12 Jodi Dianetti , Giorgio Ferrari , Renyuan Xu

We study Merton's expected utility maximization problem in an incomplete market, characterized by a factor process in addition to the stock price process, where all the model primitives are unknown. The agent under consideration is a price…

Portfolio Management · Quantitative Finance 2026-02-17 Min Dai , Yuchao Dong , Yanwei Jia , Xun Yu Zhou

This paper solves a utility maximization problem under utility-based shortfall risk constraint, by proposing an approach using Lagrange multiplier and convex duality. Under mild conditions on the asymptotic elasticity of the utility…

Mathematical Finance · Quantitative Finance 2016-06-28 Oliver Janke , Qinghua Li

A new method is proposed for analyzing complexity and studying the information in random geometric networks using Tsallis entropy tool. Tsallis entropy of the ensemble of random geometric networks is calculated based on the components of…

Statistical Mechanics · Physics 2025-02-20 O. K. Kazemi , S. M. Taheri

Exploration is a crucial and distinctive aspect of reinforcement learning (RL) that remains a fundamental open problem. Several methods have been proposed to tackle this challenge. Commonly used methods inject random noise directly into the…

Machine Learning · Computer Science 2024-11-06 Sebastian Griesbach , Carlo D'Eramo

We perform a stability analysis for the utility maximization problem in a general semimartingale model where both liquid and illiquid assets (random endowments) are present. Small misspecifications of preferences (as modeled via expected…

Portfolio Management · Quantitative Finance 2010-03-17 Constantinos Kardaras , Gordan Zitkovic

The exploration \& exploitation dilemma poses significant challenges in reinforcement learning (RL). Recently, curiosity-based exploration methods achieved great success in tackling hard-exploration problems. However, they necessitate…

Machine Learning · Computer Science 2024-12-06 Yiran Wang , Chenshu Liu , Yunfan Li , Sanae Amani , Bolei Zhou , Lin F. Yang