Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning (Q6143823): Difference between revisions

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Latest revision as of 10:18, 22 August 2024

scientific article; zbMATH DE number 7784068
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English
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning
scientific article; zbMATH DE number 7784068

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    Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning (English)
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    5 January 2024
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    dynamic risk measures
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    reinforcement learning
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    elicitability
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    consistent scoring functions
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    time-consistency
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    actor-critic algorithm
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    portfolio allocation
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    statistical arbitrage
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