Investigating the Robustness and Generalizability of Deep Reinforcement Learning Based Optimal Trade Execution Systems.

Siyu Lin Peter A. Beling

Published in: SAI (2) (2021)

Keyphrases

reinforcement learning
databases
computer systems
dynamic programming
function approximation
np hard
expert systems
optimal solution
search engine
artificial intelligence
state space
management system
worst case
distributed systems
machine learning
optimal policy
real time