Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning (Q6143823): Difference between revisions
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scientific article; zbMATH DE number 7784068
Language | Label | Description | Also known as |
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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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