Continual portfolio selection in dynamic environments via incremental reinforcement learning.
Shu LiuBo WangHuaxiong LiChunlin ChenZhi WangPublished in: Int. J. Mach. Learn. Cybern. (2023)
Keyphrases
- dynamic environments
- portfolio selection
- reinforcement learning
- reinforcement learning algorithms
- reinforcement learning agents
- autonomous agents
- portfolio optimization
- path planning
- mobile robot
- single agent
- portfolio management
- potential field
- state space
- multi agent
- machine learning
- highly dynamic environments
- optimal portfolio
- markov decision processes
- changing environment
- optimal policy
- dynamic programming
- learning algorithm
- agent systems
- multiple objectives
- multi agent environments
- artificial intelligence
- genetic algorithm