Yanwei Jia

According to our database, Yanwei Jia authored at least 8 papers between 2022 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Sublinear Regret for An Actor-Critic Algorithm in Continuous-Time Linear-Quadratic Reinforcement Learning.

Yilie Huang, Yanwei Jia, Xun Yu Zhou

CoRR, 2024

Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty.

Yanwei Jia

CoRR, 2024

2023

Herding in Probabilistic Forecasts.

Yanwei Jia, Jussi Keppo, Ville Satopää

Manag. Sci., May, 2023

q-Learning in Continuous Time.

Yanwei Jia, Xun Yu Zhou

J. Mach. Learn. Res., 2023

Learning Merton's Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration.

Min Dai, Yuchao Dong, Yanwei Jia, Xun Yu Zhou

CoRR, 2023

2022

Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms.

Yanwei Jia, Xun Yu Zhou

J. Mach. Learn. Res., 2022

Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach.

Yanwei Jia, Xun Yu Zhou

J. Mach. Learn. Res., 2022

Achieving Mean-Variance Efficiency by Continuous-Time Reinforcement Learning.

Yilie Huang, Yanwei Jia, Xun Yu Zhou

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022