Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon (Q5157372)
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scientific article; zbMATH DE number 7410672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon |
scientific article; zbMATH DE number 7410672 |
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Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon (English)
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18 October 2021
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linear quadratic regulator
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reinforcement learning
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policy gradient method
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stochastic control
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optimal liquidation
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optimal execution
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