Yilie Huang

According to our database, Yilie Huang authored at least 6 papers between 2022 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2025

Continuous-Time Reinforcement Learning for Asset-Liability Management.

Yilie Huang

CoRR, September, 2025

Data-Driven Exploration for a Class of Continuous-Time Indefinite Linear-Quadratic Reinforcement Learning Problems.

Yilie Huang, Xun Yu Zhou

CoRR, July, 2025

Sublinear Regret for a Class of Continuous-Time Linear-Quadratic Reinforcement Learning Problems.

Yilie Huang, Yanwei Jia, Xun Yu Zhou

SIAM J. Control. Optim., 2025

2024

Mean-Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study.

Yilie Huang, Yanwei Jia, Xun Yu Zhou

CoRR, 2024

Sublinear Regret for An Actor-Critic Algorithm in Continuous-Time Linear-Quadratic Reinforcement Learning.

Yilie Huang, Yanwei Jia, Xun Yu Zhou

CoRR, 2024

2022

Achieving Mean-Variance Efficiency by Continuous-Time Reinforcement Learning.

Yilie Huang, Yanwei Jia, Xun Yu Zhou

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022