Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Lijun Bo, Yijie Huang, Xiang Yu. On Optimal Tracking Portfolio in Incomplete Markets: The Reinforcement Learning Approach. SIAM J. Control and Optimization, 63(1):321-348, 2025. [doi]
Abstract is missing.