- Huang, Y., Jia, Y., & Zhou, X. (2025). Sublinear Regret for a Class of Continuous-Time Linear–Quadratic Reinforcement Learning Problems (SIAM). SIAM Journal on Control and Optimization, 63(5), 3452–3474.
- Huang, Y. (2025). Continuous-Time Reinforcement Learning for Asset–Liability Management (ACM Digital Library). In Proceedings of the 6th ACM International Conference on AI in Finance, 360-368.
- Huang, Y., Jia, Y., & Zhou, X. (2022). Achieving Mean–Variance Efficiency by Continuous-Time Reinforcement Learning (ACM Digital Library). In Proceedings of the 3rd ACM International Conference on AI in Finance, 377-385.
You can also find my articles on my Google Scholar profile.
Publications
Preprints
- Huang, Y. & Zhou, X. (2025). Data-Driven Exploration for a Class of Continuous-Time Linear--Quadratic Reinforcement Learning Problems (arXiv). Under revision, IEEE Transactions on Automatic Control.
- Huang, Y., Jia, Y., & Zhou, X. (2024). Mean-Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study (arXiv). Under revision, Management Science.
In Progress
- Huang, Y., Tang, W., & Zhou, X. (n.d.). Adaptive Reparameterized Time for Diffusion Sampling: A Reinforcement Learning Approach to Timestep Allocation. In progress.