Achieving Mean-Variance Efficiency by Continuous-Time Reinforcement Learning

被引：0

作者：

Huang, Yilie ^{[1
]}

Jia, Yanwei ^{[1
]}

Zhou, Xunyu ^{[1
,2
]}

机构：

[1] Department of Industrial Engineering and Operations Research, Columbia University, New York,NY, United States

[2] Data Science Institute, Columbia University, New York,NY, United States

来源：

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

关键词：

Compendex;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Reinforcement learning

引用

页码：377 / 385