Recent Advances in Reinforcement Learning in Finance. - Ben M. Hambly; Renyuan Xu; Huining Yang (CoRR, 2021)

Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon. - Ben M. Hambly; Renyuan Xu; Huining Yang (SIAM J. Control. Optim., 2021)

Policy Gradient Methods Find the Nash Equilibrium in N-player General-sum Linear-quadratic Games. - Ben M. Hambly; Renyuan Xu; Huining Yang (J. Mach. Learn. Res., 2023)