Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization.
Xiaodong LiPangjing WuChenxin ZouQing LiPublished in: IEEE Trans. Big Data (2024)
Keyphrases
- reinforcement learning
- optimization strategies
- optimization strategy
- state space
- optimization algorithm
- optimization process
- reinforcement learning algorithms
- global optimization
- optimization problems
- unsupervised learning
- optimal policy
- neural network
- function approximation
- learning process
- information systems
- deep learning
- exploration strategy
- data sets
- hierarchical reinforcement learning
- model free
- optimization model
- optimal strategy
- constrained optimization
- optimal control
- optimization method
- markov decision processes
- multi agent
- genetic algorithm
- machine learning