Reinforcement learning with dynamic convex risk measures (Q6196296)
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scientific article; zbMATH DE number 7818736
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reinforcement learning with dynamic convex risk measures |
scientific article; zbMATH DE number 7818736 |
Statements
Reinforcement learning with dynamic convex risk measures (English)
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14 March 2024
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actor-critic algorithm
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dynamic risk measures
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financial hedging
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policy gradient
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reinforcement learning
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robot control
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time-consistency
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trading strategies
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