Pontryagin-guided direct policy optimization for continuous-time portfolio problem (Q6848367)
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scientific article; zbMATH DE number 8169045
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| English | Pontryagin-guided direct policy optimization for continuous-time portfolio problem |
scientific article; zbMATH DE number 8169045 |
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Pontryagin-guided direct policy optimization for continuous-time portfolio problem (English)
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6 March 2026
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Merton portfolio problem
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consumption-investment problem
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Pontryagin's maximum principle
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direct policy optimization
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stochastic control
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neural network
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