Reinforcement learning paycheck optimization for multivariate financial goals.
Melda AlalufGiulia CrippaSinong GengZijian JingNikhil KrishnanSanjeev KulkarniWyatt NavarroRonnie SircarJonathan TangPublished in: Risk Decis. Anal. (2023)
Keyphrases
- reinforcement learning
- optimization algorithm
- optimization problems
- learning algorithm
- optimization process
- optimization method
- multi agent
- global optimization
- function approximation
- constrained optimization
- portfolio optimization
- linear programming
- case study
- optimal policy
- decision making
- optimization methods
- data sets
- model free
- multivariate data
- mixed data