An adaptive dual-level reinforcement learning approach for optimal trade execution.
Soohan KimJimyeong KimHong Kee SulYoungjoon HongPublished in: Expert Syst. Appl. (2024)
Keyphrases
- reinforcement learning
- optimal control
- optimal solution
- state space
- adaptive threshold
- markov decision processes
- upper bound
- dynamic programming
- case study
- machine learning
- learning process
- mobile robot
- database
- feature selection
- worst case
- linear programming
- higher level
- optimal policy
- learning algorithm
- action selection
- reinforcement learning algorithms
- neural network