Reinforcement learning and stochastic optimisation
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Cites work
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- 10.1162/1532443041827880
- A general version of the fundamental theorem of asset pricing
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- Deep hedging
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- Explaining variational approximations
- Incorporating order-flow into optimal execution
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- \({\mathcal Q}\)-learning
Cited in
(13)- Recent advances in reinforcement learning in finance
- Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning
- Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
- Exploratory Control with Tsallis Entropy for Latent Factor Models
- Recent developments in machine learning methods for stochastic control and games
- Foundations of Reinforcement Learning with Applications in Finance
- Generative OrnsteinUhlenbeck markets via geometric deep learning
- Optimal Scheduling of Entropy Regularizer for Continuous-Time Linear-Quadratic Reinforcement Learning
- Reinforcement learning, sequential Monte Carlo and the EM algorithm
- Statistical models and stochastic optimization in financial technology and investment science
- scientific article; zbMATH DE number 5525811 (Why is no real title available?)
- Reinforcement learning with dynamic convex risk measures
- Probability matching and reinforcement learning
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