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Citations per year
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Cited by
All
Since 2020
Citations
329
329
h-index
3
3
i10-index
3
3
0
180
90
45
135
2021
2022
2023
2024
2025
4
35
93
175
21
Public access
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3 articles
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Co-authors
Ben Hambly
Mathematical Institute, University of Oxford
Verified email at maths.ox.ac.uk
Renyuan Xu
New York University
Verified email at nyu.edu
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Huining Yang
Postdoctoral Research Associate,
Princeton University
Verified email at princeton.edu -
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Mathematical Finance
Reinforcement Learning
Stochastic Control
Game Theory
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Year
Recent advances in reinforcement learning in finance
B Hambly, R Xu, H Yang
Mathematical Finance 33 (3), 437-503
, 2023
211
2023
Policy gradient methods for the noisy linear quadratic regulator over a finite horizon
B Hambly, R Xu, H Yang
SIAM Journal on Control and Optimization 59 (5), 3359-3391
, 2021
83
2021
Policy gradient methods find the nash equilibrium in n-player general-sum linear-quadratic games
B Hambly, R Xu, H Yang
Journal of Machine Learning Research 24 (139), 1-56
, 2023
32
2023
Policy gradient methods for linear quadratic problems
H Yang
University of Oxford
, 2022
2
2022
Linear-quadratic Gaussian Games with Asymmetric Information: Belief Corrections Using the Opponents Actions
B Hambly, R Xu, H Yang
arXiv preprint arXiv:2307.15842
, 2023
1
2023
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