Yanwei Jia

Publication Activity (10 Years)

Years Active: 2021-2024
Publications (10 Years): 11

Top Topics

Function Approximation

Reinforcement Learning

Policy Evaluation

Policy Gradient

Top Venues

J. Mach. Learn. Res.

Publications

Yilie Huang, Yanwei Jia, Xun Yu Zhou
Sublinear Regret for An Actor-Critic Algorithm in Continuous-Time Linear-Quadratic Reinforcement Learning. CoRR (2024)
Yanwei Jia
Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty. CoRR (2024)
Yanwei Jia, Xun Yu Zhou
q-Learning in Continuous Time. J. Mach. Learn. Res. 24 (2023)
Min Dai, Yuchao Dong, Yanwei Jia, Xun Yu Zhou
Learning Merton's Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration. CoRR (2023)
Yanwei Jia, Jussi Keppo, Ville Satopää
Herding in Probabilistic Forecasts. Manag. Sci. 69 (5) (2023)
Yanwei Jia, Xun Yu Zhou
q-Learning in Continuous Time. CoRR (2022)
Yanwei Jia, Xun Yu Zhou
Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach. J. Mach. Learn. Res. 23 (2022)
Yilie Huang, Yanwei Jia, Xun Yu Zhou
Achieving Mean-Variance Efficiency by Continuous-Time Reinforcement Learning. ICAIF (2022)
Yanwei Jia, Xun Yu Zhou
Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms. J. Mach. Learn. Res. 23 (2022)
Yanwei Jia, Xun Yu Zhou
Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach. CoRR (2021)
Yanwei Jia, Xun Yu Zhou
Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms. CoRR (2021)