Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning.

Xiangyu Cui Xun Li Yun Shi Si Zhao

Published in: CoRR (2023)

Keyphrases

reinforcement learning
function approximation
data sets
selection strategy
portfolio selection
state space
markov chain
markov decision processes
optimal control
temporal difference
multi agent
least squares
transfer learning
finite state
model free
reinforcement learning algorithms
quasi linear