Reinforcement learning with dynamic convex risk measures (Q6196296)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7818736
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Reinforcement learning with dynamic convex risk measures |
scientific article; zbMATH DE number 7818736 |
Statements
Reinforcement learning with dynamic convex risk measures (English)
0 references
14 March 2024
0 references
actor-critic algorithm
0 references
dynamic risk measures
0 references
financial hedging
0 references
policy gradient
0 references
reinforcement learning
0 references
robot control
0 references
time-consistency
0 references
trading strategies
0 references
0 references
0 references
0 references
0 references
0.819032609462738
0 references
0.812033474445343
0 references
0.7684200406074524
0 references
0.763900637626648
0 references
0.7609421014785767
0 references
