Cover Image

Continuous-Time Reinforcement Learning for Asset-Liability Management

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Huang, Yilie
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Artificial Intelligence Optimization and Control Mathematical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Data-Driven Exploration for a Class of Continuous-Time Indefinite Linear--Quadratic Reinforcement Learning Problems
by: Huang, Yilie, et al.
Published: (2025)

Sublinear Regret for a Class of Continuous-Time Linear-Quadratic Reinforcement Learning Problems
by: Huang, Yilie, et al.
Published: (2024)

ART for Diffusion Sampling: A Reinforcement Learning Approach to Timestep Schedule
by: Huang, Yilie, et al.
Published: (2026)

Reinforcement Learning for Jump-Diffusions, with Financial Applications
by: Gao, Xuefeng, et al.
Published: (2024)

Predicting Invoice Dilution in Supply Chain Finance with Leakage Free Two Stage XGBoost, KAN (Kolmogorov Arnold Networks), and Ensemble Models
by: Koptev, Pavel, et al.
Published: (2026)

SPGD: Steepest Perturbed Gradient Descent Optimization
by: Vahedi, Amir M., et al.
Published: (2024)

Neural networks can detect model-free static arbitrage strategies
by: Neufeld, Ariel, et al.
Published: (2023)

Hierarchical Deep Reinforcement Learning Framework for Multi-Year Asset Management Under Budget Constraints
by: Fard, Amir, et al.
Published: (2025)

Intraday Battery Dispatch for Hybrid Renewable Energy Assets
by: Aung, Thiha, et al.
Published: (2025)

Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets
by: Escudero, C., et al.
Published: (2024)

Controlgym: Large-Scale Control Environments for Benchmarking Reinforcement Learning Algorithms
by: Zhang, Xiangyuan, et al.
Published: (2023)

Deterministic Policy Gradient for Reinforcement Learning with Continuous Time and State
by: Cheng, Ziheng, et al.
Published: (2025)

The geometry of financial institutions -- Wasserstein clustering of financial data
by: Riess, Lorenz, et al.
Published: (2023)

Exponential Utility Maximization with Delay in a Continuous Time Gaussian Framework
by: Dolinsky, Yan
Published: (2023)

Learning optimal objective values for MILP
by: Scavuzzo, Lara, et al.
Published: (2024)

Schrödinger bridge for generative AI: Soft-constrained formulation and convergence analysis
by: Ma, Jin, et al.
Published: (2025)

Improving Surrogate Model Robustness to Perturbations for Dynamical Systems Through Machine Learning and Data Assimilation
by: Ajayakumar, Abhishek, et al.
Published: (2023)

Decoupled Continuous-Time Reinforcement Learning via Hamiltonian Flow
by: Nguyen, Minh
Published: (2026)

Score as Action: Fine-Tuning Diffusion Generative Models by Continuous-time Reinforcement Learning
by: Zhao, Hanyang, et al.
Published: (2025)

Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints
by: Zhou, Qiqin
Published: (2024)

Agentic Transformers Provably Learn to Search via Reinforcement Learning
by: Yang, Tong, et al.
Published: (2026)

Time-Consistent Portfolio Selection for Rank-Dependent Utilities in an Incomplete Market
by: Wei, Jiaqin, et al.
Published: (2024)

A data-driven framework for team selection in Fantasy Premier League
by: Ramezani, Danial, et al.
Published: (2025)

Exploring the non-convexity in machine learning using quantum-inspired optimization
by: Kumar, Kandula Eswara Sai, et al.
Published: (2026)

Unrealized Expectations: Comparing AI Methods vs Classical Algorithms for Maximum Independent Set
by: Wu, Yikai, et al.
Published: (2025)

Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computation
by: Che, Charlie, et al.
Published: (2026)

Solutions to Equilibrium HJB Equations for Time-Inconsistent Deterministic Linear Quadratic Control: Characterization and Uniqueness
by: Peng, Yunfei, et al.
Published: (2023)

Reinforcement Learning for Corporate Bond Trading: A Sell Side Perspective
by: Atkins, Samuel, et al.
Published: (2024)

Continuous-time reinforcement learning for optimal switching over multiple regimes
by: Huang, Yijie, et al.
Published: (2025)

Robust Reinforcement Learning in Finance: Modeling Market Impact with Elliptic Uncertainty Sets
by: Ma, Shaocong, et al.
Published: (2025)

Controlling Large Electric Vehicle Charging Stations via User Behavior Modeling and Stochastic Programming
by: Puech, Alban, et al.
Published: (2024)

PDE Control Gym: A Benchmark for Data-Driven Boundary Control of Partial Differential Equations
by: Bhan, Luke, et al.
Published: (2024)

Stochastic control problems with state-reflections arising from relaxed benchmark tracking
by: Bo, Lijun, et al.
Published: (2023)

Optimal Carbon Emission Control With Allowances Purchasing
by: Chen, Xinfu, et al.
Published: (2024)

Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint
by: Bo, Lijun, et al.
Published: (2024)

R2L: Reliable Reinforcement Learning: Guaranteed Return & Reliable Policies in Reinforcement Learning
by: Farhi, Nadir
Published: (2025)

Kinematic Tokenization: Optimization-Based Continuous-Time Tokens for Learnable Decision Policies in Noisy Time Series
by: Kearney, Griffin
Published: (2026)

Contextual Bilevel Reinforcement Learning for Incentive Alignment
by: Thoma, Vinzenz, et al.
Published: (2024)

Deep Reinforcement Learning for Traveling Purchaser Problems
by: Yuan, Haofeng, et al.
Published: (2024)

Rod Flow: A Continuous-Time Model for Gradient Descent at the Edge of Stability
by: Regis, Eric, et al.
Published: (2026)