"Achieving Mean-Variance Efficiency by Continuous-Time Reinforcement Learning."

Yilie Huang, Yanwei Jia, Xun Yu Zhou (2022)

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DOI: 10.1145/3533271.3561760

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-30

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Yilie Huang, Yanwei Jia, Xun Yu Zhou:
Achieving Mean-Variance Efficiency by Continuous-Time Reinforcement Learning. ICAIF 2022: 377-385

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