Convergence of policy gradient methods for finite-horizon stochastic linear-quadratic control problems. - Michael Giegrich; Christoph Reisinger; Yufei Zhang 001 (CoRR, 2022)

K-Nearest-Neighbor Resampling for Off-Policy Evaluation in Stochastic Control. - Michael Giegrich; Roel Oomen; Christoph Reisinger (CoRR, 2023)

Limit Order Book Simulation and Trade Evaluation with K-Nearest-Neighbor Resampling. - Michael Giegrich; Roel Oomen; Christoph Reisinger (CoRR, 2024)

Convergence of Policy Gradient Methods for Finite-Horizon Exploratory Linear-Quadratic Control Problems. - Michael Giegrich; Christoph Reisinger; Yufei Zhang 001 (SIAM J. Control. Optim., 2024)