Multi-agent reinforcement learning approach for hedging portfolio problem.

Uyen Hoang Pham Quoc Luu Hien D. Tran

Published in: Soft Comput. (2021)

Keyphrases

multi agent reinforcement learning
transaction costs
portfolio selection
multi agent
financial markets
multi agent learning
learning agents
multi agent systems
reinforcement learning
stochastic games
distributed control
cooperative
bayesian networks
vision system