Reinforcement learning and stochastic optimisation (Q2072112): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Systemic Risk in Interbanking Networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deep hedging / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Master Equation and the Convergence Problem in Mean Field Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field game of controls and an application to trade crowding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic Theory of Mean Field Games with Applications I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic Theory of Mean Field Games with Applications II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games and systemic risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Incorporating order-flow into optimal execution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean‐field games with differing beliefs for algorithmic trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: Trading algorithms with learning in latent alpha models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deep Neural Networks, Generic Universal Interpolation, and Controlled ODEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation by superpositions of a sigmoidal function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Machine learning for quantitative finance: fast derivative pricing, hedging and fitting / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general version of the fundamental theorem of asset pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: No-dynamic-arbitrage and market impact / rank
 
Normal rank
Property / cites work
 
Property / cites work: Neural networks-based backward scheme for fully nonlinear PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-Field Controls with Q-Learning for Cooperative MARL: Convergence and Complexity Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of the deep BSDE method for coupled FBSDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and arbitrage in multiperiod securities markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5149257 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multilayer feedforward networks are universal approximators / rank
 
Normal rank
Property / cites work
 
Property / cites work: 10.1162/1532443041827880 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-Field Game Strategies for Optimal Execution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deep backward schemes for high-dimensional nonlinear PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage and equilibrium in economies with infinitely many commodities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games. I: The stationary case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games. II: Finite horizon and optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Incorporating signals into optimal trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: A mean field view of the landscape of two-layer neural networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4905685 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explaining Variational Approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time stochastic control and optimization with financial applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some methods of speeding up the convergence of iteration methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4315289 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universal features of price formation in financial markets: perspectives from deep learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: DGM: a deep learning algorithm for solving partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean Field Analysis of Neural Networks: A Law of Large Numbers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4626283 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asynchronous stochastic approximation and Q-learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Future of Data Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5149240 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous‐time mean–variance portfolio selection: A reinforcement learning framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: \({\mathcal Q}\)-learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: DeepLOB: Deep Convolutional Neural Networks for Limit Order Books / rank
 
Normal rank

Latest revision as of 21:06, 27 July 2024

scientific article
Language Label Description Also known as
English
Reinforcement learning and stochastic optimisation
scientific article

    Statements

    Reinforcement learning and stochastic optimisation (English)
    0 references
    1 February 2022
    0 references
    stochastic optimisation
    0 references
    stochastic games
    0 references
    reinforcement learning
    0 references
    machine learning
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references