Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market (Q6556141)
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scientific article; zbMATH DE number 7865861
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| English | Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market |
scientific article; zbMATH DE number 7865861 |
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Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market (English)
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17 June 2024
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reinforcement learning
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actor-critic
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mean-variance
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portfolio selection
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partial information
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regime-switching
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Wonham's filter
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