Author:
Neufeld Ariel,Sester Julian
Reference66 articles.
1. Model-free Q-learning designs for linear discrete-time zero-sum games with application to H-infinity control;Al-Tamimi;Automatica,2007
2. Reinforcement learning algorithm for mixed mean field control games;Angiuli,2022
3. Reinforcement learning for mean field games, with applications to economics;Angiuli,2021
4. Computational aspects of robust optimized certainty equivalents and option pricing;Bartl;Mathematical Finance,2020
5. Distributionally robust Markov decision processes and their connection to risk measures;Bäuerle;Mathematics of Operations Research,2021