Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty

Fuente: arXiv

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Bibliographic Details
Main Author:	Jia, Yanwei
Format:	Preprint
Published:	2024
Subjects:	Machine Learning Systems and Control Computational Finance Portfolio Management 62L20, 68T05, 93E03, 93E20, 93E35
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.12598