"Sharpe Ratio Optimization in Markov Decision Processes."

Shuai Ma, Guangwu Liu, Li Xia (2025)

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DOI: 10.48550/ARXIV.2509.00793

access: open

type: Informal or Other Publication

metadata version: 2025-10-08

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Shuai Ma, Guangwu Liu, Li Xia:
Sharpe Ratio Optimization in Markov Decision Processes. CoRR abs/2509.00793 (2025)

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