Filipp Skomorokhov

Publication Activity (10 Years)

Years Active: 2020-2023
Publications (10 Years): 2

Top Topics

Facility Location

Temporal Difference Learning

Convex Optimization

Direct Policy Search

Top Venues

Expert Syst. Appl.

Publications

Filipp Skomorokhov, Jun Wang, George V. Ovchinnikov, Evgeny Burnaev, Ivan V. Oseledets
An event-triggered iteratively reweighted convex optimization approach to multi-period portfolio selection. Expert Syst. Appl. 216 (2023)
Filipp Skomorokhov, George Ovchinnikov
Reinforcement Learning for Assignment problem. CoRR (2020)