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Learning Merton's Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration.
Min Dai
Yuchao Dong
Yanwei Jia
Xun Yu Zhou
Published in:
CoRR (2023)
Keyphrases
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exploration strategy
reinforcement learning
learning algorithm
learning process
supervised learning
minimax probability machine
learning problems
neural network
learning systems
autonomous learning
active learning
knowledge acquisition
missing data
prior knowledge
action selection
decision making
machine learning