Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning.
Haoran WangShi YuPublished in: CoRR (2021)
Keyphrases
- reinforcement learning
- global optimization
- optimization problems
- optimization process
- decision making
- state space
- constrained optimization
- optimization method
- function approximation
- optimal control
- linear programming
- temporal difference
- long run
- optimization model
- neural network
- simulated annealing
- multi agent
- case study
- learning algorithm