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The self-coordination mean-variance strategy in continuous time.
Yun Shi
Duan Li
Xiangyu Cui
Published in:
RAIRO Oper. Res. (2023)
Keyphrases
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multi agent
multi agent reinforcement learning
optimal control
quasi linear
cooperative
multi agent systems
utility function
investment strategies
machine learning
portfolio selection
information sharing
cooperating agents
markov processes
multiagent systems
search algorithm
reinforcement learning
case study