The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios (Q5234379): Difference between revisions
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Revision as of 00:30, 20 March 2024
scientific article; zbMATH DE number 7110497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios |
scientific article; zbMATH DE number 7110497 |
Statements
The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios (English)
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26 September 2019
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Black-Scholes model
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reinforcement learning
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Q-learning
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inverse reinforcement learning
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hedging risk
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