Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market

From MaRDI portal
Publication:6556141

DOI10.1016/J.JEDC.2023.104787MaRDI QIDQ6556141

Lingfei Li, Bo Wu

Publication date: 17 June 2024

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)






Cites Work


Related Items (1)






This page was built for publication: Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6556141)