Proximal Policy Optimisation for a Private Equity Recommitment System.
Emmanuel KiefferFrédéric PinelThomas MeyerGeorges GloukoviezoffHakan LuciusPascal BouvryPublished in: BNAIC/BENELEARN (2021)
Keyphrases
- optimal policy
- privacy preserving
- genetic algorithm
- machine learning
- evolutionary algorithm
- dynamic programming
- state dependent
- stock market
- private information
- global optimisation
- real time
- multi objective optimisation
- public private
- private data
- infinite horizon
- decision problems
- least squares
- expert systems
- neural network
- data sets