Corporate decision-making entails complex, high-dimensional, non-linear stochastic control during which managers learn and adapt via dynamic interactions with the market environment. We propose a data-driven-robust-control (DDRC) framework to complement traditional theory, reduced-form models, and s...
Keywords:
AI, Ambiguity, Big Data, Corporate Finance, Deep Learning, Generative Modeling, Inverse RL, Offline RL, Stochastic Control, Transfer Learning