Reinforcement learning with dynamic convex risk measures
Anthony Coache, Sebastian Jaimungal
| Year of publication: |
2024
|
|---|---|
| Authors: | Coache, Anthony ; Jaimungal, Sebastian |
| Subject: | actor-critic algorithm | dynamic risk measures | financial hedging | policy gradient | reinforcement learning | robot control | time-consistency | trading strategies | Theorie | Theory | Lernprozess | Learning process | Portfolio-Management | Portfolio selection | Hedging | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Zeitkonsistenz | Time consistency | Entscheidung unter Risiko | Decision under risk | Algorithmus | Algorithm | Lernen | Learning | Risikomanagement | Risk management |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12388 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014514792