| Date | 2023-03-10 |
|---|---|
| Speaker | Xunyu Zhou |
| Dept. | Department of IEOR, Columbia University |
| Room | 129-104 |
| Time | 14:00-17:00 |
In this series of lectures 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 , q-learning, and applications to portfolio selection.
14:00-14:50 lecture
15:00-15:50 lecture
16:00-16:50 lecture
