Improving reinforcement learning algorithms: Towards optimal learning rate policies

DOI10.1111/MAFI.12378arXiv1911.02319OpenAlexW2989340622MaRDI QIDQ6196297

Othmane Mounjid, Charles-Albert Lehalle

Publication date: 14 March 2024

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.02319

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Financial markets (91G15)

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