Continuous-time reinforcement learning approach for portfolio management with time penalization. - Mauricio García-Galicia; Alin A. Carsteanu; Julio B. Clempner (Expert Syst. Appl., 2019)

Continuous-time mean variance portfolio with transaction costs: a proximal approach involving time penalization. - Mauricio García-Galicia; Alin A. Carsteanu; Julio B. Clempner (Int. J. Gen. Syst., 2019)