Ashley Davey
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Person:2152235
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Deep learning methods for S-shaped utility maximisation with a random reference point Communications in Optimization Theory | 2026-07-14 | Paper |
| S-shaped utility maximization with VaR constraint and partial information Journal of Optimization Theory and Applications | 2026-05-08 | Paper |
| Convergence of Proximal Policy Gradient Method for Problems with Control Dependent Diffusion Coefficients (available as arXiv preprint) | 2025-01-01 | Paper |
| Duality for optimal consumption with randomly terminating income Mathematical Finance | 2023-09-28 | Paper |
| Deep learning for constrained utility maximisation Methodology and Computing in Applied Probability | 2022-07-07 | Paper |
Research outcomes over time
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