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

Fuente: arXiv

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Dettagli Bibliografici
Autore principale:	Jia, Yanwei
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Machine Learning Systems and Control Computational Finance Portfolio Management 62L20, 68T05, 93E03, 93E20, 93E35
Accesso online:	Acceder al recurso
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