- Date: 30 Mar. (Thu.)
- Place: W.W. 6th-floor, Colloquium Room and on the Web (Zoom)
- Time: 11:00 – 12:30
- Speaker: Xunyu Zhou (Columbia University)
- Title: Reinforcement Learning in Continuous Time
- Abstract:
In this talk I will report some of the latest developments in model-free,
data-driven reinforcement learning in continuous time with possibly continuous state and action spaces,
including exploratory formulation, policy evaluation, policy gradient and q-learning.
Time permitting I will also present applications to portfolio selection.
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