Towards Generalizable Reinforcement Learning for Trade Execution.
Chuheng ZhangYitong DuanXiaoyu ChenJianyu ChenJian LiLi ZhaoPublished in: CoRR (2023)
Keyphrases
- reinforcement learning
- function approximation
- model free
- learning algorithm
- optimal policy
- reinforcement learning algorithms
- action selection
- data flow
- markov decision processes
- state space
- multi agent
- robotic control
- optimal control
- learning agent
- temporal difference learning
- execution model
- multi agent reinforcement learning
- plan execution
- temporal difference
- database
- website
- information retrieval
- machine learning
- data sets