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Alin A. Carsteanu
ORCID
Publication Activity (10 Years)
Years Active: 2017-2019
Publications (10 Years): 4
Top Topics
Reinforcement Learning
Markov Games
Portfolio Management
Transaction Costs
Top Venues
Int. J. Gen. Syst.
CCE
Comput. Secur.
Expert Syst. Appl.
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Publications
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Mauricio García-Galicia
,
Alin A. Carsteanu
,
Julio B. Clempner
Continuous-time mean variance portfolio with transaction costs: a proximal approach involving time penalization.
Int. J. Gen. Syst.
48 (2) (2019)
Mauricio García-Galicia
,
Alin A. Carsteanu
,
Julio B. Clempner
Continuous-time reinforcement learning approach for portfolio management with time penalization.
Expert Syst. Appl.
129 (2019)
Daniel Guerrero
,
Alin A. Carsteanu
,
Julio B. Clempner
Solving Stackelberg security Markov games employing the bargaining Nash approach: Convergence analysis.
Comput. Secur.
74 (2018)
Daniel Guerrero
,
Alin A. Carsteanu
,
Rocio Huerta
,
Julio B. Clempner
An iterative method for solving stackelberg security games: A Markov games approach.
CCE
(2017)