Robust Risk-Aware Reinforcement Learning (Q5065087)
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scientific article; zbMATH DE number 7493052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Risk-Aware Reinforcement Learning |
scientific article; zbMATH DE number 7493052 |
Statements
Robust Risk-Aware Reinforcement Learning (English)
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18 March 2022
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robust optimization
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reinforcement learning
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risk measures
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Wasserstein distance
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statistical arbitrage
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portfolio optimization
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