Imitate then Transcend: Multi-Agent Optimal Execution with Dual-Window Denoise PPO.

Jin Fang Jiacheng Weng Yi Xiang Xinwen Zhang

Published in: CoRR (2022)

Keyphrases

multi agent
cooperative
dynamic programming
denoising
image processing
worst case
optimal control
e learning
reinforcement learning
optimal solution
linear programming
image denoising