Robust Risk-Aware Reinforcement Learning.

Sebastian Jaimungal Silvana M. Pesenti Ye Sheng Wang Hariom Tatsat

Published in: SIAM J. Financial Math. (2022)

Keyphrases

reinforcement learning
learning algorithm
function approximation
information retrieval
computationally efficient
neural network
learning process
dynamic programming
least squares
supervised learning
optimal policy
risk management
model free