Optimal Execution via Multi-Objective Multi-Armed Bandits (Student Abstract).
Francois Buet-GolfousePeter HillPublished in: AAAI (2023)
Keyphrases
- markov chain
- multi objective
- multi armed bandits
- pareto optimal
- multi objective optimization
- optimization algorithm
- evolutionary algorithm
- optimal solution
- learning environment
- genetic algorithm
- worst case
- dynamic programming
- optimal control
- bandit problems
- graphical models
- online learning
- objective function
- learning styles
- nsga ii
- multiple objectives
- optimal strategy