Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming.

Xuyang Luo Chunyue Song

Published in: Comput. Oper. Res. (2023)

Keyphrases

approximate dynamic programming
stochastic dynamic programming
decision making
dynamic programming
linear program
reinforcement learning
step size
control policy
average cost
decision makers
influence diagrams
factored mdps
continuous state
action selection
machine learning
long run
genetic algorithm