Towards Generalizable Reinforcement Learning for Trade Execution.
Chuheng ZhangYitong DuanXiaoyu ChenJianyu ChenJian LiLi ZhaoPublished in: IJCAI (2023)
Keyphrases
- reinforcement learning
- reinforcement learning algorithms
- state space
- function approximation
- robotic control
- execution model
- data flow
- machine learning
- model free
- temporal difference
- information systems
- robot control
- learning algorithm
- dynamic programming
- markov decision processes
- real world
- multi agent
- active databases
- stochastic approximation