Continuous-Time Mean-Variance Portfolio Selection Reinforcement Learning Problems for a Markov Regime-Switching System with No-Shorting Constraints
math.OC
Submitted: 2026-10-23
Updated: 2026-10-23
Terminology
Related papers
- Lions and Muons: Optimization via Stochastic Frank-Wolfe under Heavy-Tailed Noise
- Adam-HNAG: A Convergent Reformulation of Adam with Accelerated Rate
- Incremental Learning in Mirror Flows
- Beyond Aggregate Drift: Optimal Client-Specific Windows in Federated Learning
- Lower Bounds for Randomized Linear-Oracle Optimization over Strongly Convex Sets
- Second-Order Optimization with Asynchronous Curvature